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 | 1.70% | 1.82 CHF | 1.85 CHF | 60,000 | 60,000 | 59,437 | 59,437 | 105,185 CHF | 106,970 CHF | 100.00% | 100.00% |
12/06/2024 | 1.68% | 1.79 CHF | 1.82 CHF | 60,000 | 60,000 | 59,436 | 59,436 | 106,306 CHF | 108,091 CHF | 100.00% | 100.00% |
11/06/2024 | 1.69% | 1.80 CHF | 1.83 CHF | 60,000 | 60,000 | 59,438 | 59,438 | 105,517 CHF | 107,302 CHF | 100.00% | 100.00% |
10/06/2024 | 1.58% | 1.87 CHF | 1.90 CHF | 60,000 | 60,000 | 59,435 | 59,435 | 113,304 CHF | 115,089 CHF | 99.78% | 99.78% |
07/06/2024 | 1.59% | 1.93 CHF | 1.96 CHF | 60,000 | 60,000 | 59,255 | 59,255 | 112,647 CHF | 114,427 CHF | 86.15% | 99.79% |
05/06/2024 | 1.66% | 1.82 CHF | 1.85 CHF | 60,000 | 60,000 | 59,432 | 59,432 | 107,835 CHF | 109,620 CHF | 99.53% | 99.53% |
04/06/2024 | 1.73% | 1.75 CHF | 1.78 CHF | 60,000 | 60,000 | 59,437 | 59,437 | 103,451 CHF | 105,236 CHF | 100.00% | 100.00% |
03/06/2024 | 1.71% | 1.74 CHF | 1.77 CHF | 60,000 | 60,000 | 59,437 | 59,437 | 104,873 CHF | 106,658 CHF | 100.00% | 100.00% |
31/05/2024 | 1.74% | 1.75 CHF | 1.78 CHF | 60,000 | 60,000 | 59,222 | 59,407 | 102,092 CHF | 104,201 CHF | 95.50% | 100.00% |
30/05/2024 | 1.81% | 1.69 CHF | 1.72 CHF | 60,000 | 60,000 | 59,438 | 59,437 | 98,862 CHF | 100,645 CHF | 100.00% | 100.00% |