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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/06/2024 | 1.13% | 0.91 CHF | 0.92 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 176,262 CHF | 178,262 CHF | 99.80% | 99.80% |
13/06/2024 | 1.19% | 0.83 CHF | 0.84 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 167,088 CHF | 169,088 CHF | 99.81% | 99.81% |
12/06/2024 | 1.20% | 0.80 CHF | 0.81 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 165,343 CHF | 167,343 CHF | 99.10% | 99.10% |
11/06/2024 | 1.21% | 0.81 CHF | 0.82 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 163,701 CHF | 165,701 CHF | 99.81% | 99.81% |
10/06/2024 | 1.23% | 0.80 CHF | 0.81 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 161,147 CHF | 163,147 CHF | 96.42% | 96.42% |
07/06/2024 | 1.24% | 0.80 CHF | 0.81 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 160,109 CHF | 162,109 CHF | 99.68% | 99.68% |
05/06/2024 | 1.23% | 0.80 CHF | 0.81 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 161,533 CHF | 163,533 CHF | 99.67% | 99.67% |
04/06/2024 | 1.37% | 0.75 CHF | 0.76 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 144,957 CHF | 146,957 CHF | 100.00% | 100.00% |
03/06/2024 | 1.32% | 0.76 CHF | 0.77 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 150,845 CHF | 152,845 CHF | 100.00% | 100.00% |
31/05/2024 | 1.36% | 0.76 CHF | 0.77 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 146,258 CHF | 148,258 CHF | 100.00% | 100.00% |