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 | 0.46% | 2.10 CHF | 2.11 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 653,430 CHF | 218,810 CHF | 99.23% | 99.23% |
12/06/2024 | 0.43% | 2.25 CHF | 2.26 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 689,455 CHF | 230,818 CHF | 99.23% | 99.23% |
11/06/2024 | 0.43% | 2.27 CHF | 2.28 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 698,591 CHF | 233,864 CHF | 99.04% | 99.04% |
10/06/2024 | 0.43% | 2.37 CHF | 2.38 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 698,106 CHF | 233,702 CHF | 99.25% | 99.25% |
07/06/2024 | 0.42% | 2.40 CHF | 2.41 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 714,510 CHF | 239,170 CHF | 98.27% | 98.27% |
05/06/2024 | 0.42% | 2.38 CHF | 2.39 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 716,021 CHF | 239,674 CHF | 98.98% | 98.98% |
04/06/2024 | 0.43% | 2.29 CHF | 2.30 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 698,527 CHF | 233,842 CHF | 99.24% | 99.24% |
03/06/2024 | 0.39% | 2.49 CHF | 2.50 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 776,576 CHF | 259,859 CHF | 97.28% | 97.28% |
31/05/2024 | 0.39% | 2.61 CHF | 2.62 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 770,131 CHF | 257,710 CHF | 99.24% | 99.24% |
30/05/2024 | 0.41% | 2.43 CHF | 2.44 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 730,400 CHF | 244,467 CHF | 98.92% | 98.92% |