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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/06/2024 | 4.91% | 0.49 CHF | 0.50 CHF | 110,000 | 40,000 | 101,884 | 24,343 | 51,488 CHF | 12,796 CHF | 99.64% | 99.64% |
13/06/2024 | - | 0.59 CHF | - CHF | 90,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 66.83% |
12/06/2024 | 4.42% | 0.60 CHF | 0.61 CHF | 90,000 | 40,000 | 92,769 | 24,469 | 52,748 CHF | 14,621 CHF | 96.85% | 96.85% |
11/06/2024 | 4.23% | 0.61 CHF | 0.62 CHF | 90,000 | 40,000 | 89,896 | 23,828 | 54,415 CHF | 15,023 CHF | 93.99% | 93.99% |
10/06/2024 | 4.14% | 0.65 CHF | 0.66 CHF | 80,000 | 40,000 | 87,968 | 24,343 | 53,702 CHF | 15,561 CHF | 99.64% | 99.64% |
07/06/2024 | 3.97% | 0.64 CHF | 0.65 CHF | 80,000 | 40,000 | 81,110 | 24,316 | 51,389 CHF | 15,994 CHF | 99.45% | 99.45% |
05/06/2024 | 4.04% | 0.67 CHF | 0.68 CHF | 80,000 | 40,000 | 86,939 | 24,344 | 54,319 CHF | 15,911 CHF | 99.65% | 99.65% |
04/06/2024 | 4.24% | 0.59 CHF | 0.60 CHF | 90,000 | 40,000 | 89,996 | 24,343 | 53,435 CHF | 15,078 CHF | 99.64% | 99.64% |
03/06/2024 | 4.06% | 0.60 CHF | 0.61 CHF | 90,000 | 40,000 | 89,413 | 24,343 | 55,120 CHF | 15,520 CHF | 99.64% | 99.64% |
31/05/2024 | 4.43% | 0.58 CHF | 0.59 CHF | 90,000 | 40,000 | 93,743 | 24,344 | 53,321 CHF | 14,539 CHF | 99.64% | 99.64% |