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 | 5.93% | 0.40 CHF | 0.41 CHF | 130,000 | 40,000 | 125,315 | 24,343 | 52,098 CHF | 10,617 CHF | 99.64% | 99.64% |
13/06/2024 | - | 0.50 CHF | - CHF | 100,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 66.83% |
12/06/2024 | 5.24% | 0.51 CHF | 0.52 CHF | 100,000 | 40,000 | 107,405 | 24,450 | 51,409 CHF | 12,416 CHF | 97.25% | 97.25% |
11/06/2024 | 4.95% | 0.52 CHF | 0.53 CHF | 100,000 | 40,000 | 100,000 | 23,821 | 51,560 CHF | 12,882 CHF | 94.14% | 94.14% |
10/06/2024 | 4.84% | 0.56 CHF | 0.57 CHF | 90,000 | 40,000 | 99,083 | 24,343 | 51,632 CHF | 13,377 CHF | 99.63% | 99.63% |
07/06/2024 | 4.61% | 0.55 CHF | 0.56 CHF | 100,000 | 40,000 | 99,468 | 24,312 | 54,131 CHF | 13,814 CHF | 99.42% | 99.42% |
05/06/2024 | 4.72% | 0.58 CHF | 0.59 CHF | 90,000 | 40,000 | 98,168 | 24,267 | 52,577 CHF | 13,692 CHF | 99.16% | 99.16% |
04/06/2024 | 4.98% | 0.51 CHF | 0.52 CHF | 100,000 | 40,000 | 102,043 | 24,329 | 51,432 CHF | 12,897 CHF | 99.54% | 99.54% |
03/06/2024 | 4.73% | 0.51 CHF | 0.52 CHF | 100,000 | 40,000 | 99,988 | 24,335 | 52,655 CHF | 13,327 CHF | 99.58% | 99.58% |
31/05/2024 | 5.25% | 0.49 CHF | 0.50 CHF | 110,000 | 40,000 | 108,608 | 24,344 | 51,985 CHF | 12,348 CHF | 99.64% | 99.64% |