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 | 0.85% | 1.11 CHF | 1.12 CHF | 190,000 | 190,000 | 85,607 | 85,607 | 102,322 CHF | 103,182 CHF | 98.23% | 98.23% |
12/06/2024 | 0.82% | 1.26 CHF | 1.27 CHF | 190,000 | 190,000 | 85,532 | 85,532 | 106,483 CHF | 107,342 CHF | 98.30% | 98.30% |
11/06/2024 | 0.85% | 1.19 CHF | 1.20 CHF | 190,000 | 190,000 | 85,365 | 85,365 | 103,381 CHF | 104,239 CHF | 99.33% | 99.33% |
10/06/2024 | 0.92% | 1.22 CHF | 1.23 CHF | 190,000 | 190,000 | 86,005 | 86,005 | 97,424 CHF | 98,287 CHF | 99.60% | 99.60% |
07/06/2024 | 0.90% | 1.14 CHF | 1.15 CHF | 190,000 | 190,000 | 85,538 | 85,538 | 96,879 CHF | 97,738 CHF | 97.98% | 97.98% |
05/06/2024 | 1.10% | 0.95 CHF | 0.96 CHF | 190,000 | 190,000 | 86,605 | 86,605 | 79,912 CHF | 80,781 CHF | 98.95% | 98.95% |
04/06/2024 | 1.23% | 0.83 CHF | 0.84 CHF | 200,000 | 200,000 | 87,422 | 87,422 | 72,524 CHF | 73,401 CHF | 98.47% | 98.47% |
03/06/2024 | 1.27% | 0.81 CHF | 0.82 CHF | 200,000 | 200,000 | 86,591 | 86,591 | 69,876 CHF | 70,745 CHF | 98.20% | 98.20% |
31/05/2024 | 1.21% | 0.72 CHF | 0.73 CHF | 200,000 | 200,000 | 83,335 | 83,335 | 68,333 CHF | 69,171 CHF | 96.10% | 96.10% |
30/05/2024 | 1.02% | 0.94 CHF | 0.95 CHF | 190,000 | 190,000 | 85,983 | 85,983 | 85,153 CHF | 86,016 CHF | 99.12% | 99.12% |