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 | 1.38% | 0.70 CHF | 0.71 CHF | 110,000 | 110,000 | 109,942 | 109,942 | 79,098 CHF | 80,198 CHF | 99.65% | 99.65% |
12/06/2024 | 1.33% | 0.73 CHF | 0.74 CHF | 110,000 | 110,000 | 108,845 | 108,845 | 81,468 CHF | 82,556 CHF | 99.83% | 99.83% |
11/06/2024 | 1.27% | 0.78 CHF | 0.79 CHF | 105,000 | 105,000 | 105,000 | 105,000 | 82,461 CHF | 83,511 CHF | 99.85% | 99.85% |
10/06/2024 | 1.21% | 0.81 CHF | 0.82 CHF | 105,000 | 105,000 | 105,000 | 105,000 | 85,959 CHF | 87,009 CHF | 99.43% | 99.43% |
07/06/2024 | 1.15% | 0.85 CHF | 0.86 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 86,707 CHF | 87,707 CHF | 99.42% | 99.42% |
05/06/2024 | 1.04% | 0.94 CHF | 0.95 CHF | 95,000 | 95,000 | 95,040 | 95,040 | 91,192 CHF | 92,142 CHF | 99.93% | 99.93% |
04/06/2024 | 1.07% | 0.93 CHF | 0.94 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 92,917 CHF | 93,917 CHF | 99.92% | 99.92% |
03/06/2024 | 1.07% | 0.94 CHF | 0.95 CHF | 95,000 | 95,000 | 95,000 | 95,000 | 88,242 CHF | 89,192 CHF | 100.00% | 100.00% |
31/05/2024 | 1.09% | 0.92 CHF | 0.93 CHF | 95,000 | 95,000 | 95,000 | 95,000 | 87,062 CHF | 88,012 CHF | 98.89% | 98.89% |
30/05/2024 | 1.11% | 0.90 CHF | 0.91 CHF | 95,000 | 95,000 | 95,000 | 95,000 | 84,821 CHF | 85,771 CHF | 100.00% | 100.00% |