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 | 0.38% | 2.53 CHF | 2.54 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 784,666 CHF | 262,555 CHF | 99.23% | 99.23% |
12/06/2024 | 0.37% | 2.69 CHF | 2.70 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 820,382 CHF | 274,461 CHF | 99.23% | 99.23% |
11/06/2024 | 0.36% | 2.71 CHF | 2.72 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 829,330 CHF | 277,443 CHF | 99.03% | 99.03% |
10/06/2024 | 0.36% | 2.81 CHF | 2.82 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 828,995 CHF | 277,332 CHF | 99.25% | 99.25% |
07/06/2024 | 0.35% | 2.84 CHF | 2.85 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 845,998 CHF | 282,999 CHF | 98.28% | 98.28% |
05/06/2024 | 0.35% | 2.82 CHF | 2.83 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 847,598 CHF | 283,533 CHF | 98.98% | 98.98% |
04/06/2024 | 0.36% | 2.73 CHF | 2.74 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 830,265 CHF | 277,755 CHF | 99.24% | 99.24% |
03/06/2024 | 0.33% | 2.93 CHF | 2.94 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 908,992 CHF | 303,997 CHF | 97.28% | 97.28% |
31/05/2024 | 0.33% | 3.05 CHF | 3.06 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 903,231 CHF | 302,077 CHF | 99.23% | 99.23% |
30/05/2024 | 0.35% | 2.87 CHF | 2.88 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 863,249 CHF | 288,750 CHF | 98.92% | 98.92% |