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 | 1.89% | 1.09 CHF | 1.11 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 26,250 CHF | 26,750 CHF | 98.99% | 98.99% |
12/06/2024 | 2.47% | 0.83 CHF | 0.85 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 19,985 CHF | 20,485 CHF | 98.51% | 98.51% |
11/06/2024 | 2.57% | 0.76 CHF | 0.78 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 19,217 CHF | 19,717 CHF | 97.12% | 97.12% |
10/06/2024 | 2.63% | 0.70 CHF | 0.72 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 18,813 CHF | 19,313 CHF | 99.08% | 99.08% |
07/06/2024 | 2.80% | 0.70 CHF | 0.72 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 17,601 CHF | 18,101 CHF | 99.48% | 99.48% |
05/06/2024 | 3.06% | 0.66 CHF | 0.68 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 16,082 CHF | 16,582 CHF | 87.68% | 87.68% |
04/06/2024 | 2.97% | 0.65 CHF | 0.67 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 16,580 CHF | 17,080 CHF | 99.55% | 99.55% |
03/06/2024 | 3.29% | 0.62 CHF | 0.64 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 14,950 CHF | 15,450 CHF | 94.44% | 94.44% |
31/05/2024 | 3.06% | 0.64 CHF | 0.66 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 16,073 CHF | 16,573 CHF | 99.33% | 99.33% |
30/05/2024 | 2.90% | 0.64 CHF | 0.66 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 16,995 CHF | 17,495 CHF | 2.06% | 2.06% |