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 | 3.42% | 0.29 CHF | 0.30 CHF | 154,000 | 154,000 | 149,741 | 149,741 | 43,107 CHF | 44,605 CHF | 100.00% | 100.00% |
13/06/2024 | 3.53% | 0.28 CHF | 0.29 CHF | 150,000 | 150,000 | 146,056 | 146,056 | 40,719 CHF | 42,180 CHF | 99.88% | 99.88% |
12/06/2024 | 3.83% | 0.26 CHF | 0.27 CHF | 150,000 | 150,000 | 144,079 | 144,079 | 36,933 CHF | 38,374 CHF | 99.91% | 99.91% |
11/06/2024 | 3.69% | 0.27 CHF | 0.28 CHF | 150,000 | 150,000 | 145,869 | 145,869 | 38,823 CHF | 40,282 CHF | 100.00% | 100.00% |
10/06/2024 | 4.09% | 0.23 CHF | 0.24 CHF | 146,000 | 146,000 | 142,195 | 142,195 | 34,015 CHF | 35,437 CHF | 99.99% | 99.99% |
07/06/2024 | 4.05% | 0.24 CHF | 0.25 CHF | 146,000 | 146,000 | 142,265 | 142,265 | 34,464 CHF | 35,887 CHF | 99.99% | 99.99% |
05/06/2024 | 3.94% | 0.24 CHF | 0.25 CHF | 146,000 | 146,000 | 143,752 | 143,752 | 35,738 CHF | 37,176 CHF | 100.00% | 100.00% |
04/06/2024 | 4.07% | 0.25 CHF | 0.26 CHF | 150,000 | 150,000 | 142,435 | 142,435 | 34,300 CHF | 35,724 CHF | 100.00% | 100.00% |
03/06/2024 | 4.60% | 0.21 CHF | 0.22 CHF | 142,000 | 142,000 | 138,299 | 138,299 | 29,341 CHF | 30,724 CHF | 100.00% | 100.00% |
31/05/2024 | 4.64% | 0.21 CHF | 0.22 CHF | 142,000 | 142,000 | 138,253 | 138,253 | 29,115 CHF | 30,497 CHF | 98.64% | 98.64% |