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 | 4.33% | 0.23 CHF | 0.24 CHF | 150,000 | 150,000 | 146,063 | 146,063 | 33,006 CHF | 34,467 CHF | 99.87% | 99.87% |
12/06/2024 | 4.80% | 0.21 CHF | 0.22 CHF | 150,000 | 150,000 | 144,078 | 144,078 | 29,328 CHF | 30,769 CHF | 99.92% | 99.92% |
11/06/2024 | 4.61% | 0.21 CHF | 0.22 CHF | 150,000 | 150,000 | 145,869 | 145,869 | 30,964 CHF | 32,423 CHF | 100.00% | 100.00% |
10/06/2024 | 5.24% | 0.18 CHF | 0.19 CHF | 146,000 | 146,000 | 142,195 | 142,195 | 26,439 CHF | 27,861 CHF | 100.00% | 100.00% |
07/06/2024 | 5.15% | 0.19 CHF | 0.20 CHF | 146,000 | 146,000 | 142,264 | 142,264 | 26,921 CHF | 28,343 CHF | 99.97% | 99.97% |
05/06/2024 | 4.98% | 0.19 CHF | 0.20 CHF | 146,000 | 146,000 | 143,755 | 143,755 | 28,172 CHF | 29,609 CHF | 100.00% | 100.00% |
04/06/2024 | 5.17% | 0.20 CHF | 0.21 CHF | 150,000 | 150,000 | 142,434 | 142,434 | 26,853 CHF | 28,277 CHF | 99.98% | 99.98% |
03/06/2024 | 6.12% | 0.16 CHF | 0.17 CHF | 142,000 | 142,000 | 138,299 | 138,299 | 21,918 CHF | 23,301 CHF | 100.00% | 100.00% |
31/05/2024 | 6.18% | 0.16 CHF | 0.17 CHF | 142,000 | 142,000 | 138,253 | 138,253 | 21,719 CHF | 23,102 CHF | 98.63% | 98.63% |
30/05/2024 | 5.83% | 0.17 CHF | 0.18 CHF | 142,000 | 142,000 | 138,303 | 138,303 | 23,065 CHF | 24,448 CHF | 100.00% | 100.00% |