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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/06/2024 | 2.84% | 0.37 CHF | 0.38 CHF | 90,304 | 75,000 | 89,846 | 75,000 | 31,218 CHF | 26,804 CHF | 100.00% | 100.00% |
13/06/2024 | 4.01% | 0.30 CHF | 0.31 CHF | 88,514 | 75,000 | 88,227 | 75,000 | 24,925 CHF | 22,054 CHF | 99.20% | 99.20% |
12/06/2024 | 4.41% | 0.25 CHF | 0.26 CHF | 86,746 | 75,000 | 87,151 | 74,070 | 21,580 CHF | 19,143 CHF | 93.18% | 93.18% |
11/06/2024 | 3.84% | 0.27 CHF | 0.28 CHF | 88,065 | 75,000 | 87,573 | 75,000 | 22,588 CHF | 20,081 CHF | 100.00% | 100.00% |
10/06/2024 | 6.26% | 0.25 CHF | 0.26 CHF | 87,541 | 75,000 | 61,635 | 55,788 | 14,573 CHF | 13,924 CHF | 93.13% | 93.13% |
07/06/2024 | 3.30% | 0.28 CHF | 0.29 CHF | 88,315 | 75,000 | 88,241 | 75,000 | 26,292 CHF | 23,097 CHF | 99.13% | 99.13% |
05/06/2024 | 2.87% | 0.33 CHF | 0.34 CHF | 89,469 | 75,000 | 89,690 | 75,000 | 30,828 CHF | 26,528 CHF | 99.50% | 99.50% |
04/06/2024 | 2.85% | 0.36 CHF | 0.37 CHF | 90,040 | 75,000 | 89,889 | 75,000 | 31,104 CHF | 26,698 CHF | 100.00% | 100.00% |
03/06/2024 | 3.67% | 0.30 CHF | 0.31 CHF | 88,742 | 75,000 | 88,372 | 75,000 | 23,750 CHF | 20,901 CHF | 100.00% | 100.00% |
31/05/2024 | 3.31% | 0.26 CHF | 0.27 CHF | 88,277 | 75,000 | 89,601 | 75,000 | 26,778 CHF | 23,150 CHF | 99.12% | 99.12% |