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 | 2.90% | 0.30 CHF | 0.31 CHF | 141,127 | 75,000 | 139,402 | 75,000 | 47,422 CHF | 26,271 CHF | 100.00% | 100.00% |
12/06/2024 | 2.91% | 0.39 CHF | 0.40 CHF | 136,826 | 75,000 | 138,588 | 73,666 | 47,985 CHF | 26,260 CHF | 81.36% | 81.36% |
11/06/2024 | 2.72% | 0.34 CHF | 0.35 CHF | 139,813 | 75,000 | 138,037 | 75,000 | 50,140 CHF | 28,008 CHF | 85.40% | 85.40% |
10/06/2024 | 2.69% | 0.37 CHF | 0.38 CHF | 138,724 | 75,000 | 138,527 | 75,000 | 50,841 CHF | 28,277 CHF | 78.50% | 78.50% |
07/06/2024 | 2.61% | 0.39 CHF | 0.40 CHF | 137,769 | 75,000 | 137,002 | 75,000 | 51,890 CHF | 29,158 CHF | 16.88% | 16.88% |
05/06/2024 | 2.41% | 0.44 CHF | 0.45 CHF | 120,000 | 75,000 | 125,884 | 75,000 | 51,586 CHF | 31,541 CHF | 85.65% | 85.65% |
04/06/2024 | 2.73% | 0.37 CHF | 0.38 CHF | 137,733 | 75,000 | 138,400 | 75,000 | 49,994 CHF | 27,846 CHF | 38.87% | 38.87% |
03/06/2024 | 2.43% | 0.38 CHF | 0.39 CHF | 138,250 | 75,000 | 127,917 | 75,000 | 51,930 CHF | 31,225 CHF | 100.00% | 100.00% |
31/05/2024 | 2.45% | 0.37 CHF | 0.38 CHF | 139,521 | 75,000 | 128,976 | 75,000 | 52,078 CHF | 31,077 CHF | 99.13% | 99.13% |
30/05/2024 | 2.01% | 0.42 CHF | 0.43 CHF | 120,000 | 75,000 | 104,539 | 75,000 | 51,487 CHF | 37,825 CHF | 99.90% | 99.90% |