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 | 5.48% | 0.16 CHF | 0.17 CHF | 300,000 | 300,000 | 299,460 | 299,460 | 53,161 CHF | 56,155 CHF | 100.00% | 100.00% |
12/06/2024 | 5.53% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 292,416 | 292,416 | 51,409 CHF | 54,333 CHF | 100.00% | 100.00% |
11/06/2024 | 5.65% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 305,285 | 305,285 | 52,577 CHF | 55,630 CHF | 100.00% | 100.00% |
10/06/2024 | 5.42% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 299,734 | 299,734 | 53,817 CHF | 56,814 CHF | 97.79% | 97.79% |
07/06/2024 | 5.37% | 0.18 CHF | 0.19 CHF | 275,000 | 275,000 | 295,322 | 295,322 | 53,553 CHF | 56,506 CHF | 99.78% | 99.78% |
05/06/2024 | 5.54% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 296,300 | 296,300 | 52,065 CHF | 55,028 CHF | 99.85% | 99.85% |
04/06/2024 | 6.24% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 336,428 | 336,428 | 52,244 CHF | 55,609 CHF | 100.00% | 100.00% |
03/06/2024 | 6.05% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 324,480 | 324,480 | 52,012 CHF | 55,257 CHF | 100.00% | 100.00% |
31/05/2024 | 6.00% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 320,314 | 320,314 | 51,808 CHF | 55,011 CHF | 100.00% | 100.00% |
30/05/2024 | 5.97% | 0.17 CHF | 0.18 CHF | 325,000 | 325,000 | 317,871 | 317,871 | 51,671 CHF | 54,850 CHF | 99.28% | 99.28% |