Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
13/06/2024 | 2.51% | 0.57 CHF | 0.58 CHF | 155,000 | 155,000 | 69,461 | 69,461 | 41,913 CHF | 42,817 CHF | 99.56% | 99.56% |
12/06/2024 | 2.30% | 0.63 CHF | 0.64 CHF | 155,000 | 155,000 | 67,496 | 67,496 | 44,622 CHF | 45,505 CHF | 99.97% | 99.97% |
11/06/2024 | 2.43% | 0.70 CHF | 0.71 CHF | 150,000 | 150,000 | 66,474 | 66,474 | 47,580 CHF | 48,583 CHF | 100.00% | 100.00% |
10/06/2024 | 2.40% | 0.75 CHF | 0.76 CHF | 145,000 | 145,000 | 65,242 | 65,242 | 49,033 CHF | 50,023 CHF | 99.90% | 99.90% |
07/06/2024 | 2.34% | 0.76 CHF | 0.77 CHF | 145,000 | 145,000 | 64,969 | 64,969 | 49,563 CHF | 50,547 CHF | 99.99% | 99.99% |
05/06/2024 | 2.47% | 0.71 CHF | 0.72 CHF | 150,000 | 150,000 | 67,352 | 67,352 | 48,166 CHF | 49,188 CHF | 100.00% | 100.00% |
04/06/2024 | 2.36% | 0.66 CHF | 0.67 CHF | 150,000 | 150,000 | 67,476 | 67,476 | 44,576 CHF | 45,456 CHF | 99.89% | 99.89% |
03/06/2024 | 2.78% | 0.60 CHF | 0.61 CHF | 155,000 | 155,000 | 68,950 | 68,950 | 39,747 CHF | 40,645 CHF | 100.00% | 100.00% |
31/05/2024 | 3.34% | 0.47 CHF | 0.48 CHF | 160,000 | 160,000 | 71,628 | 71,628 | 32,828 CHF | 33,759 CHF | 99.70% | 99.70% |
30/05/2024 | 3.38% | 0.46 CHF | 0.47 CHF | 160,000 | 160,000 | 71,750 | 71,750 | 32,647 CHF | 33,578 CHF | 99.51% | 99.51% |