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 | 2.99% | 0.53 CHF | 0.54 CHF | 112,000 | 112,000 | 50,177 | 50,177 | 25,861 CHF | 26,513 CHF | 99.49% | 99.49% |
12/06/2024 | 2.91% | 0.51 CHF | 0.52 CHF | 112,000 | 112,000 | 50,247 | 50,247 | 26,008 CHF | 26,660 CHF | 99.97% | 99.97% |
11/06/2024 | 2.64% | 0.54 CHF | 0.55 CHF | 110,000 | 110,000 | 49,703 | 49,703 | 28,024 CHF | 28,671 CHF | 100.00% | 100.00% |
10/06/2024 | 2.60% | 0.58 CHF | 0.59 CHF | 110,000 | 110,000 | 49,489 | 49,489 | 29,133 CHF | 29,778 CHF | 100.00% | 100.00% |
07/06/2024 | 2.55% | 0.64 CHF | 0.65 CHF | 108,000 | 108,000 | 49,049 | 49,049 | 30,029 CHF | 30,669 CHF | 100.00% | 100.00% |
05/06/2024 | 2.38% | 0.62 CHF | 0.63 CHF | 108,000 | 108,000 | 48,880 | 48,880 | 30,907 CHF | 31,540 CHF | 99.99% | 99.99% |
04/06/2024 | 2.45% | 0.65 CHF | 0.66 CHF | 108,000 | 108,000 | 48,961 | 48,961 | 31,092 CHF | 31,730 CHF | 99.71% | 99.71% |
03/06/2024 | 2.79% | 0.59 CHF | 0.60 CHF | 110,000 | 110,000 | 50,619 | 50,619 | 28,271 CHF | 28,920 CHF | 95.39% | 95.39% |
31/05/2024 | 3.11% | 0.51 CHF | 0.52 CHF | 112,000 | 112,000 | 49,919 | 49,919 | 24,808 CHF | 25,455 CHF | 99.61% | 99.61% |
30/05/2024 | 3.81% | 0.45 CHF | 0.46 CHF | 114,000 | 114,000 | 51,377 | 51,377 | 21,317 CHF | 21,985 CHF | 100.00% | 100.00% |