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 | 1.71% | 0.88 CHF | 0.89 CHF | 112,000 | 112,000 | 50,186 | 50,186 | 44,977 CHF | 45,629 CHF | 99.51% | 99.51% |
12/06/2024 | 1.73% | 0.90 CHF | 0.91 CHF | 112,000 | 112,000 | 50,250 | 50,250 | 44,892 CHF | 45,544 CHF | 99.97% | 99.97% |
11/06/2024 | 1.84% | 0.88 CHF | 0.89 CHF | 110,000 | 110,000 | 49,684 | 49,684 | 42,396 CHF | 43,043 CHF | 100.00% | 100.00% |
10/06/2024 | 1.85% | 0.84 CHF | 0.85 CHF | 110,000 | 110,000 | 49,490 | 49,490 | 41,023 CHF | 41,668 CHF | 100.00% | 100.00% |
07/06/2024 | 1.90% | 0.78 CHF | 0.79 CHF | 108,000 | 108,000 | 49,050 | 49,050 | 39,292 CHF | 39,932 CHF | 100.00% | 100.00% |
05/06/2024 | 2.00% | 0.79 CHF | 0.80 CHF | 108,000 | 108,000 | 48,885 | 48,885 | 38,236 CHF | 38,869 CHF | 100.00% | 100.00% |
04/06/2024 | 1.94% | 0.76 CHF | 0.77 CHF | 108,000 | 108,000 | 48,963 | 48,963 | 38,171 CHF | 38,809 CHF | 99.71% | 99.71% |
03/06/2024 | 1.71% | 0.83 CHF | 0.84 CHF | 110,000 | 110,000 | 50,614 | 50,614 | 43,854 CHF | 44,504 CHF | 95.38% | 95.38% |
31/05/2024 | 1.64% | 0.92 CHF | 0.93 CHF | 112,000 | 112,000 | 49,922 | 49,922 | 46,642 CHF | 47,288 CHF | 99.61% | 99.61% |
30/05/2024 | 1.48% | 0.99 CHF | 1.00 CHF | 114,000 | 114,000 | 51,377 | 51,377 | 52,404 CHF | 53,072 CHF | 100.00% | 100.00% |