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 | 4.29% | 0.47 CHF | 0.49 CHF | 84,281 | 50,000 | 83,889 | 50,000 | 40,262 CHF | 25,065 CHF | 100.00% | 100.00% |
12/06/2024 | 4.25% | 0.52 CHF | 0.54 CHF | 79,673 | 50,000 | 84,542 | 49,540 | 40,248 CHF | 24,654 CHF | 90.22% | 90.22% |
11/06/2024 | 4.65% | 0.44 CHF | 0.46 CHF | 88,223 | 50,000 | 87,189 | 50,000 | 38,567 CHF | 23,175 CHF | 100.00% | 100.00% |
10/06/2024 | 4.34% | 0.45 CHF | 0.47 CHF | 87,573 | 50,000 | 87,495 | 50,000 | 39,544 CHF | 23,604 CHF | 82.91% | 82.91% |
07/06/2024 | 4.26% | 0.49 CHF | 0.51 CHF | 83,970 | 50,000 | 82,425 | 49,626 | 40,383 CHF | 25,377 CHF | 99.18% | 99.18% |
05/06/2024 | 4.09% | 0.45 CHF | 0.47 CHF | 88,739 | 50,000 | 88,413 | 50,000 | 39,125 CHF | 23,062 CHF | 99.43% | 99.43% |
04/06/2024 | 3.68% | 0.42 CHF | 0.43 CHF | 90,208 | 50,000 | 89,186 | 50,000 | 39,622 CHF | 23,059 CHF | 100.00% | 100.00% |
03/06/2024 | 3.87% | 0.49 CHF | 0.51 CHF | 83,967 | 50,000 | 81,785 | 50,000 | 43,555 CHF | 27,687 CHF | 100.00% | 100.00% |
31/05/2024 | 3.79% | 0.54 CHF | 0.56 CHF | 81,415 | 50,000 | 83,443 | 50,000 | 43,253 CHF | 26,927 CHF | 99.12% | 99.12% |
30/05/2024 | 3.77% | 0.54 CHF | 0.56 CHF | 81,783 | 50,000 | 82,938 | 50,000 | 43,977 CHF | 27,535 CHF | 99.74% | 99.74% |