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 | 3.88% | 0.22 CHF | 0.23 CHF | 166,000 | 166,000 | 163,927 | 163,927 | 41,678 CHF | 43,318 CHF | 100.00% | 100.00% |
12/06/2024 | 3.34% | 0.27 CHF | 0.28 CHF | 162,000 | 162,000 | 161,519 | 161,519 | 47,600 CHF | 49,215 CHF | 99.92% | 99.92% |
11/06/2024 | 3.22% | 0.28 CHF | 0.29 CHF | 162,000 | 162,000 | 160,694 | 160,694 | 49,450 CHF | 51,057 CHF | 100.00% | 100.00% |
10/06/2024 | 3.20% | 0.33 CHF | 0.34 CHF | 160,000 | 160,000 | 160,764 | 160,764 | 49,438 CHF | 51,045 CHF | 100.00% | 100.00% |
07/06/2024 | 2.98% | 0.34 CHF | 0.35 CHF | 158,000 | 158,000 | 158,684 | 158,684 | 52,434 CHF | 54,021 CHF | 100.00% | 100.00% |
05/06/2024 | 2.97% | 0.33 CHF | 0.34 CHF | 158,000 | 158,000 | 158,702 | 158,702 | 52,708 CHF | 54,295 CHF | 100.00% | 100.00% |
04/06/2024 | 3.25% | 0.29 CHF | 0.30 CHF | 162,000 | 162,000 | 160,093 | 160,093 | 48,560 CHF | 50,161 CHF | 100.00% | 100.00% |
03/06/2024 | 2.34% | 0.38 CHF | 0.39 CHF | 156,000 | 156,000 | 153,028 | 153,028 | 64,715 CHF | 66,245 CHF | 99.99% | 99.99% |
31/05/2024 | 2.41% | 0.43 CHF | 0.44 CHF | 152,000 | 152,000 | 153,353 | 153,353 | 62,896 CHF | 64,429 CHF | 98.63% | 98.63% |
30/05/2024 | 2.87% | 0.34 CHF | 0.35 CHF | 156,000 | 156,000 | 156,193 | 156,193 | 53,685 CHF | 55,247 CHF | 100.00% | 100.00% |