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 | 0.72% | 1.40 CHF | 1.41 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 348,172 CHF | 140,269 CHF | 99.17% | 99.17% |
12/06/2024 | 0.73% | 1.36 CHF | 1.37 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 343,404 CHF | 138,362 CHF | 99.16% | 99.16% |
11/06/2024 | 0.72% | 1.38 CHF | 1.39 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 344,340 CHF | 138,736 CHF | 99.16% | 99.16% |
10/06/2024 | 0.74% | 1.37 CHF | 1.38 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 338,239 CHF | 136,296 CHF | 99.16% | 99.16% |
07/06/2024 | 0.74% | 1.34 CHF | 1.35 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 334,387 CHF | 134,755 CHF | 99.16% | 99.16% |
05/06/2024 | 0.76% | 1.32 CHF | 1.33 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 329,187 CHF | 132,675 CHF | 99.17% | 99.17% |
04/06/2024 | 0.77% | 1.30 CHF | 1.31 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 324,978 CHF | 130,991 CHF | 99.16% | 99.16% |
03/06/2024 | 0.78% | 1.28 CHF | 1.29 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 320,025 CHF | 129,010 CHF | 99.17% | 99.17% |
31/05/2024 | 0.77% | 1.29 CHF | 1.30 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 322,022 CHF | 129,809 CHF | 97.54% | 97.54% |
30/05/2024 | 0.77% | 1.29 CHF | 1.30 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 322,118 CHF | 129,847 CHF | 99.14% | 99.14% |