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 | 1.40% | 0.74 CHF | 0.75 CHF | 310,000 | 310,000 | 138,819 | 138,819 | 100,441 CHF | 101,832 CHF | 99.52% | 99.52% |
12/06/2024 | 1.47% | 0.70 CHF | 0.71 CHF | 310,000 | 310,000 | 134,479 | 134,479 | 93,152 CHF | 94,499 CHF | 99.80% | 99.80% |
11/06/2024 | 1.52% | 0.68 CHF | 0.69 CHF | 300,000 | 300,000 | 132,528 | 132,528 | 89,065 CHF | 90,393 CHF | 99.80% | 99.80% |
10/06/2024 | 1.54% | 0.66 CHF | 0.67 CHF | 290,000 | 290,000 | 129,954 | 129,954 | 84,881 CHF | 86,183 CHF | 99.90% | 99.90% |
07/06/2024 | 1.58% | 0.65 CHF | 0.66 CHF | 290,000 | 290,000 | 129,489 | 129,489 | 83,325 CHF | 84,622 CHF | 99.83% | 99.83% |
05/06/2024 | 1.53% | 0.67 CHF | 0.68 CHF | 300,000 | 300,000 | 134,169 | 134,169 | 89,445 CHF | 90,790 CHF | 100.00% | 100.00% |
04/06/2024 | 1.45% | 0.69 CHF | 0.70 CHF | 300,000 | 300,000 | 134,404 | 134,404 | 93,338 CHF | 94,685 CHF | 99.83% | 99.83% |
03/06/2024 | 1.34% | 0.73 CHF | 0.74 CHF | 310,000 | 310,000 | 137,795 | 137,795 | 102,712 CHF | 104,092 CHF | 99.93% | 99.93% |
31/05/2024 | 1.25% | 0.80 CHF | 0.81 CHF | 320,000 | 320,000 | 143,246 | 143,246 | 115,878 CHF | 117,313 CHF | 99.70% | 99.70% |
30/05/2024 | 1.24% | 0.81 CHF | 0.82 CHF | 320,000 | 320,000 | 143,496 | 143,496 | 116,677 CHF | 118,114 CHF | 99.51% | 99.51% |