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 | 0.41% | 2.47 CHF | 2.48 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 602,167 CHF | 241,867 CHF | 98.41% | 98.41% |
14/06/2024 | 0.42% | 2.36 CHF | 2.37 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 591,031 CHF | 237,412 CHF | 99.15% | 99.15% |
13/06/2024 | 0.43% | 2.31 CHF | 2.32 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 578,022 CHF | 232,209 CHF | 99.16% | 99.16% |
12/06/2024 | 0.45% | 2.28 CHF | 2.29 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 558,817 CHF | 224,527 CHF | 99.16% | 99.16% |
11/06/2024 | 0.45% | 2.23 CHF | 2.24 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 553,600 CHF | 222,440 CHF | 99.16% | 99.16% |
10/06/2024 | 0.44% | 2.25 CHF | 2.26 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 565,824 CHF | 227,330 CHF | 99.17% | 99.17% |
07/06/2024 | 0.45% | 2.22 CHF | 2.23 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 550,844 CHF | 221,337 CHF | 99.15% | 99.15% |
05/06/2024 | 0.45% | 2.20 CHF | 2.21 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 553,766 CHF | 222,507 CHF | 99.16% | 99.16% |
04/06/2024 | 0.43% | 2.29 CHF | 2.30 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 577,792 CHF | 232,117 CHF | 99.16% | 99.16% |
03/06/2024 | 0.43% | 2.33 CHF | 2.34 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 575,790 CHF | 231,316 CHF | 99.17% | 99.17% |