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 | 1.04% | 1.22 CHF | 1.23 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 63,922 CHF | 64,589 CHF | 99.64% | 99.64% |
14/06/2024 | 1.04% | 1.33 CHF | 1.34 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 66,318 CHF | 67,014 CHF | 99.63% | 99.63% |
13/06/2024 | 0.96% | 1.39 CHF | 1.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 69,005 CHF | 69,670 CHF | 99.19% | 99.19% |
12/06/2024 | 0.95% | 1.44 CHF | 1.45 CHF | 50,000 | 50,000 | 49,706 | 49,228 | 74,007 CHF | 73,972 CHF | 94.22% | 94.22% |
11/06/2024 | 1.03% | 1.49 CHF | 1.50 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 75,447 CHF | 76,227 CHF | 99.25% | 99.25% |
10/06/2024 | 1.01% | 1.47 CHF | 1.49 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 73,084 CHF | 73,827 CHF | 99.43% | 99.43% |
07/06/2024 | 0.89% | 1.51 CHF | 1.52 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 76,296 CHF | 76,979 CHF | 96.95% | 96.95% |
05/06/2024 | 0.87% | 1.53 CHF | 1.54 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 75,755 CHF | 76,414 CHF | 99.50% | 99.50% |
04/06/2024 | 0.99% | 1.44 CHF | 1.46 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 70,997 CHF | 71,700 CHF | 99.60% | 99.60% |
03/06/2024 | 0.98% | 1.40 CHF | 1.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 71,527 CHF | 72,229 CHF | 99.53% | 99.53% |