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 | 2.85% | 0.57 CHF | 0.58 CHF | 155,000 | 155,000 | 69,464 | 69,464 | 37,768 CHF | 38,672 CHF | 99.58% | 99.58% |
12/06/2024 | 3.20% | 0.51 CHF | 0.52 CHF | 155,000 | 155,000 | 67,494 | 67,494 | 32,773 CHF | 33,656 CHF | 99.97% | 99.97% |
11/06/2024 | 4.22% | 0.46 CHF | 0.47 CHF | 150,000 | 150,000 | 66,443 | 66,443 | 29,001 CHF | 30,005 CHF | 100.00% | 100.00% |
10/06/2024 | 4.30% | 0.41 CHF | 0.42 CHF | 145,000 | 145,000 | 64,972 | 64,972 | 26,029 CHF | 27,016 CHF | 99.90% | 99.90% |
07/06/2024 | 4.59% | 0.39 CHF | 0.40 CHF | 145,000 | 145,000 | 64,959 | 64,959 | 25,087 CHF | 26,071 CHF | 100.00% | 100.00% |
05/06/2024 | 4.11% | 0.44 CHF | 0.45 CHF | 150,000 | 150,000 | 67,343 | 67,343 | 29,238 CHF | 30,259 CHF | 99.99% | 99.99% |
04/06/2024 | 3.06% | 0.49 CHF | 0.50 CHF | 150,000 | 150,000 | 67,468 | 67,468 | 32,940 CHF | 33,819 CHF | 99.88% | 99.88% |
03/06/2024 | 2.52% | 0.56 CHF | 0.57 CHF | 155,000 | 155,000 | 68,950 | 68,950 | 40,145 CHF | 41,043 CHF | 100.00% | 100.00% |
31/05/2024 | 2.16% | 0.70 CHF | 0.71 CHF | 160,000 | 160,000 | 71,625 | 71,625 | 50,544 CHF | 51,475 CHF | 99.70% | 99.70% |
30/05/2024 | 2.13% | 0.71 CHF | 0.72 CHF | 160,000 | 160,000 | 71,747 | 71,747 | 51,076 CHF | 52,006 CHF | 99.51% | 99.51% |