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 | 16.12% | 0.09 CHF | 0.11 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 3,158 CHF | 3,658 CHF | 98.94% | 98.94% |
12/06/2024 | 5.21% | 0.35 CHF | 0.37 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 9,371 CHF | 9,871 CHF | 98.51% | 98.51% |
11/06/2024 | 4.17% | 0.48 CHF | 0.50 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 11,761 CHF | 12,261 CHF | 97.14% | 97.14% |
10/06/2024 | 4.03% | 0.54 CHF | 0.56 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 12,197 CHF | 12,697 CHF | 99.06% | 99.06% |
07/06/2024 | 3.60% | 0.55 CHF | 0.57 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 13,637 CHF | 14,137 CHF | 99.43% | 99.43% |
05/06/2024 | 3.23% | 0.60 CHF | 0.62 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 15,236 CHF | 15,736 CHF | 87.68% | 87.68% |
04/06/2024 | 3.33% | 0.60 CHF | 0.62 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 14,787 CHF | 15,287 CHF | 99.55% | 99.55% |
03/06/2024 | 2.96% | 0.64 CHF | 0.66 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 16,622 CHF | 17,122 CHF | 94.44% | 94.44% |
31/05/2024 | 3.14% | 0.63 CHF | 0.65 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 15,692 CHF | 16,192 CHF | 99.33% | 99.33% |
30/05/2024 | 3.31% | 0.63 CHF | 0.65 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 14,858 CHF | 15,358 CHF | 2.06% | 2.06% |