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 | 10.38% | 0.10 CHF | 0.11 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 68,578 CHF | 25,360 CHF | 98.49% | 98.49% |
14/06/2024 | 10.13% | 0.09 CHF | 0.10 CHF | 750,000 | 250,000 | 735,046 | 245,015 | 68,988 CHF | 25,446 CHF | 99.17% | 99.17% |
13/06/2024 | 7.71% | 0.12 CHF | 0.13 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 74,960 CHF | 26,987 CHF | 99.16% | 99.16% |
12/06/2024 | 7.98% | 0.12 CHF | 0.13 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 72,185 CHF | 26,062 CHF | 99.16% | 99.16% |
11/06/2024 | 8.76% | 0.12 CHF | 0.13 CHF | 600,000 | 200,000 | 610,441 | 203,480 | 66,579 CHF | 24,228 CHF | 99.17% | 99.17% |
10/06/2024 | 7.95% | 0.13 CHF | 0.14 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 72,712 CHF | 26,237 CHF | 99.16% | 99.16% |
07/06/2024 | 8.16% | 0.12 CHF | 0.13 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 70,584 CHF | 25,528 CHF | 99.15% | 99.15% |
05/06/2024 | 9.58% | 0.11 CHF | 0.12 CHF | 600,000 | 200,000 | 743,149 | 247,716 | 73,888 CHF | 27,106 CHF | 99.16% | 99.16% |
04/06/2024 | 11.39% | 0.08 CHF | 0.09 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 62,308 CHF | 23,269 CHF | 99.13% | 99.13% |
03/06/2024 | 9.39% | 0.09 CHF | 0.10 CHF | 750,000 | 250,000 | 686,326 | 228,775 | 69,595 CHF | 25,486 CHF | 99.17% | 99.17% |