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 | 1.55% | 1.03 CHF | 1.04 CHF | 155,000 | 155,000 | 69,465 | 69,465 | 69,638 CHF | 70,542 CHF | 99.58% | 99.58% |
12/06/2024 | 1.65% | 0.97 CHF | 0.98 CHF | 155,000 | 155,000 | 67,496 | 67,496 | 63,683 CHF | 64,566 CHF | 99.97% | 99.97% |
11/06/2024 | 2.03% | 0.92 CHF | 0.93 CHF | 150,000 | 150,000 | 66,445 | 66,445 | 59,589 CHF | 60,592 CHF | 100.00% | 100.00% |
10/06/2024 | 2.05% | 0.87 CHF | 0.88 CHF | 145,000 | 145,000 | 64,972 | 64,972 | 55,902 CHF | 56,889 CHF | 99.90% | 99.90% |
07/06/2024 | 2.12% | 0.85 CHF | 0.86 CHF | 145,000 | 145,000 | 64,964 | 64,964 | 54,887 CHF | 55,871 CHF | 99.99% | 99.99% |
05/06/2024 | 2.01% | 0.90 CHF | 0.91 CHF | 150,000 | 150,000 | 67,338 | 67,338 | 60,083 CHF | 61,105 CHF | 99.98% | 99.98% |
04/06/2024 | 1.61% | 0.95 CHF | 0.96 CHF | 150,000 | 150,000 | 67,470 | 67,470 | 63,810 CHF | 64,689 CHF | 99.88% | 99.88% |
03/06/2024 | 1.44% | 1.02 CHF | 1.03 CHF | 155,000 | 155,000 | 68,949 | 68,949 | 71,931 CHF | 72,830 CHF | 100.00% | 100.00% |
31/05/2024 | 1.32% | 1.16 CHF | 1.17 CHF | 160,000 | 160,000 | 71,627 | 71,627 | 83,710 CHF | 84,641 CHF | 99.70% | 99.70% |
30/05/2024 | 1.30% | 1.17 CHF | 1.18 CHF | 160,000 | 160,000 | 71,748 | 71,748 | 84,409 CHF | 85,339 CHF | 99.51% | 99.51% |