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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/06/2024 | 5.58% | 0.19 CHF | 0.20 CHF | 176,895 | 50,000 | 168,390 | 50,000 | 33,423 CHF | 10,495 CHF | 99.77% | 99.77% |
14/06/2024 | 5.67% | 0.19 CHF | 0.20 CHF | 176,082 | 50,000 | 170,601 | 50,000 | 32,582 CHF | 10,114 CHF | 100.00% | 100.00% |
13/06/2024 | 4.97% | 0.20 CHF | 0.21 CHF | 164,969 | 50,000 | 166,485 | 50,000 | 33,413 CHF | 10,559 CHF | 100.00% | 100.00% |
12/06/2024 | 5.16% | 0.22 CHF | 0.23 CHF | 151,710 | 50,000 | 170,041 | 49,544 | 33,770 CHF | 10,396 CHF | 91.09% | 91.09% |
11/06/2024 | 5.35% | 0.18 CHF | 0.19 CHF | 177,836 | 50,000 | 175,701 | 50,000 | 33,296 CHF | 9,999 CHF | 100.00% | 100.00% |
10/06/2024 | 6.02% | 0.19 CHF | 0.20 CHF | 173,323 | 50,000 | 174,616 | 50,000 | 33,540 CHF | 10,202 CHF | 97.47% | 97.47% |
07/06/2024 | 5.02% | 0.21 CHF | 0.22 CHF | 167,890 | 50,000 | 161,064 | 49,626 | 34,522 CHF | 11,183 CHF | 99.18% | 99.18% |
05/06/2024 | 5.71% | 0.19 CHF | 0.20 CHF | 174,965 | 50,000 | 177,671 | 50,000 | 33,917 CHF | 10,107 CHF | 99.43% | 99.43% |
04/06/2024 | 5.38% | 0.18 CHF | 0.19 CHF | 181,520 | 50,000 | 177,608 | 50,000 | 33,998 CHF | 10,106 CHF | 100.00% | 100.00% |
03/06/2024 | 4.23% | 0.22 CHF | 0.23 CHF | 163,323 | 50,000 | 154,423 | 50,000 | 36,487 CHF | 12,331 CHF | 100.00% | 100.00% |