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 | 0.81% | 1.16 CHF | 1.17 CHF | 50,000 | 20,000 | 44,730 | 20,000 | 54,920 CHF | 24,906 CHF | 99.72% | 99.72% |
14/06/2024 | 0.72% | 1.34 CHF | 1.35 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 55,510 CHF | 27,955 CHF | 99.89% | 99.89% |
13/06/2024 | 0.67% | 1.45 CHF | 1.46 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 59,094 CHF | 29,747 CHF | 99.19% | 99.19% |
12/06/2024 | 0.67% | 1.54 CHF | 1.55 CHF | 40,000 | 20,000 | 40,000 | 19,682 | 60,292 CHF | 29,856 CHF | 92.65% | 92.65% |
11/06/2024 | 0.64% | 1.51 CHF | 1.52 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 62,428 CHF | 31,414 CHF | 100.00% | 100.00% |
10/06/2024 | 0.62% | 1.59 CHF | 1.60 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 64,301 CHF | 32,351 CHF | 96.34% | 96.34% |
07/06/2024 | 0.59% | 1.66 CHF | 1.67 CHF | 40,000 | 20,000 | 32,925 | 20,000 | 55,456 CHF | 33,975 CHF | 96.68% | 96.68% |
05/06/2024 | 0.61% | 1.65 CHF | 1.66 CHF | 40,000 | 20,000 | 39,682 | 20,000 | 64,993 CHF | 32,962 CHF | 99.51% | 99.51% |
04/06/2024 | 0.63% | 1.58 CHF | 1.59 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 63,456 CHF | 31,928 CHF | 99.28% | 99.28% |
03/06/2024 | 0.61% | 1.59 CHF | 1.60 CHF | 40,000 | 20,000 | 39,776 | 20,000 | 64,864 CHF | 32,820 CHF | 98.36% | 98.36% |