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 | 5.75% | 0.17 CHF | 0.18 CHF | 839,600 | 839,600 | 337,689 | 337,689 | 58,436 CHF | 61,819 CHF | 98.65% | 98.65% |
12/06/2024 | 4.91% | 0.19 CHF | 0.20 CHF | 685,000 | 685,000 | 291,796 | 291,796 | 57,286 CHF | 60,208 CHF | 100.00% | 100.00% |
11/06/2024 | 4.51% | 0.22 CHF | 0.23 CHF | 707,400 | 707,400 | 297,870 | 297,870 | 66,054 CHF | 69,037 CHF | 100.00% | 100.00% |
10/06/2024 | 3.99% | 0.23 CHF | 0.24 CHF | 606,900 | 606,900 | 260,095 | 260,095 | 63,499 CHF | 66,103 CHF | 100.00% | 100.00% |
07/06/2024 | 3.96% | 0.25 CHF | 0.26 CHF | 598,900 | 598,900 | 252,881 | 252,881 | 63,851 CHF | 66,383 CHF | 99.97% | 99.97% |
05/06/2024 | 3.58% | 0.27 CHF | 0.28 CHF | 512,800 | 512,800 | 217,300 | 217,300 | 60,421 CHF | 62,597 CHF | 100.00% | 100.00% |
04/06/2024 | 3.40% | 0.31 CHF | 0.32 CHF | 565,100 | 565,100 | 231,777 | 231,777 | 69,129 CHF | 71,450 CHF | 99.99% | 99.99% |
03/06/2024 | 3.34% | 0.31 CHF | 0.32 CHF | 487,100 | 487,100 | 203,126 | 203,126 | 61,065 CHF | 63,099 CHF | 99.88% | 99.88% |
31/05/2024 | 3.16% | 0.35 CHF | 0.36 CHF | 522,200 | 522,200 | 217,625 | 217,625 | 70,472 CHF | 72,652 CHF | 98.35% | 98.35% |
30/05/2024 | 3.61% | 0.30 CHF | 0.31 CHF | 608,500 | 608,500 | 249,971 | 249,971 | 70,161 CHF | 72,665 CHF | 100.00% | 100.00% |