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 | 1.04% | 0.99 CHF | 1.00 CHF | 320,000 | 320,000 | 109,043 | 109,043 | 106,965 CHF | 108,058 CHF | 100.00% | 100.00% |
13/06/2024 | 1.07% | 0.97 CHF | 0.98 CHF | 310,000 | 310,000 | 138,943 | 138,943 | 132,390 CHF | 133,782 CHF | 99.56% | 99.56% |
12/06/2024 | 1.10% | 0.93 CHF | 0.94 CHF | 310,000 | 310,000 | 134,458 | 134,458 | 123,875 CHF | 125,222 CHF | 99.97% | 99.97% |
11/06/2024 | 1.14% | 0.91 CHF | 0.92 CHF | 300,000 | 300,000 | 132,356 | 132,356 | 119,345 CHF | 120,671 CHF | 100.00% | 100.00% |
10/06/2024 | 1.14% | 0.89 CHF | 0.90 CHF | 290,000 | 290,000 | 129,954 | 129,954 | 114,729 CHF | 116,031 CHF | 99.90% | 99.90% |
07/06/2024 | 1.17% | 0.88 CHF | 0.89 CHF | 290,000 | 290,000 | 129,399 | 129,399 | 112,865 CHF | 114,161 CHF | 100.00% | 100.00% |
05/06/2024 | 1.14% | 0.90 CHF | 0.91 CHF | 300,000 | 300,000 | 134,171 | 134,171 | 120,059 CHF | 121,403 CHF | 100.00% | 100.00% |
04/06/2024 | 1.09% | 0.92 CHF | 0.93 CHF | 300,000 | 300,000 | 134,465 | 134,465 | 124,152 CHF | 125,499 CHF | 99.89% | 99.89% |
03/06/2024 | 1.03% | 0.96 CHF | 0.97 CHF | 310,000 | 310,000 | 137,904 | 137,904 | 134,574 CHF | 135,956 CHF | 100.00% | 100.00% |
31/05/2024 | 0.97% | 1.04 CHF | 1.05 CHF | 320,000 | 320,000 | 143,250 | 143,250 | 149,020 CHF | 150,455 CHF | 99.70% | 99.70% |