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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/06/2024 | 0.93% | 1.07 CHF | 1.08 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 535,976 CHF | 108,195 CHF | 98.66% | 98.66% |
14/06/2024 | 0.95% | 1.04 CHF | 1.05 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 521,515 CHF | 105,303 CHF | 99.22% | 99.22% |
13/06/2024 | 0.96% | 1.04 CHF | 1.05 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 517,348 CHF | 104,470 CHF | 98.87% | 98.87% |
12/06/2024 | 0.98% | 1.04 CHF | 1.05 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 507,850 CHF | 102,570 CHF | 99.27% | 99.27% |
11/06/2024 | 0.98% | 1.00 CHF | 1.01 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 507,129 CHF | 102,426 CHF | 99.27% | 99.27% |
10/06/2024 | 0.99% | 1.02 CHF | 1.03 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 504,790 CHF | 101,958 CHF | 99.27% | 99.27% |
07/06/2024 | 0.99% | 1.00 CHF | 1.01 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 503,789 CHF | 101,758 CHF | 99.10% | 99.10% |
05/06/2024 | 1.04% | 0.96 CHF | 0.97 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 479,261 CHF | 96,852 CHF | 99.27% | 99.27% |
04/06/2024 | 1.08% | 0.92 CHF | 0.93 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 458,664 CHF | 92,733 CHF | 99.27% | 99.27% |
03/06/2024 | 1.09% | 0.89 CHF | 0.90 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 457,120 CHF | 92,424 CHF | 99.27% | 99.27% |