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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/06/2024 | 1.37% | 0.70 CHF | 0.71 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 435,438 CHF | 147,146 CHF | 99.04% | 99.04% |
13/06/2024 | 1.33% | 0.74 CHF | 0.75 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 449,328 CHF | 151,776 CHF | 99.23% | 99.23% |
12/06/2024 | 1.26% | 0.76 CHF | 0.77 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 473,950 CHF | 159,984 CHF | 99.23% | 99.23% |
11/06/2024 | 1.25% | 0.79 CHF | 0.80 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 478,312 CHF | 161,437 CHF | 98.34% | 98.34% |
10/06/2024 | 1.23% | 0.82 CHF | 0.83 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 483,025 CHF | 163,008 CHF | 99.24% | 99.24% |
07/06/2024 | 1.22% | 0.83 CHF | 0.84 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 490,549 CHF | 165,516 CHF | 98.32% | 98.32% |
05/06/2024 | 1.25% | 0.77 CHF | 0.78 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 475,573 CHF | 160,524 CHF | 98.97% | 98.97% |
04/06/2024 | 1.24% | 0.78 CHF | 0.79 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 482,882 CHF | 162,960 CHF | 99.23% | 99.23% |
03/06/2024 | 1.11% | 0.86 CHF | 0.87 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 537,221 CHF | 181,074 CHF | 92.89% | 92.89% |
31/05/2024 | 1.18% | 0.85 CHF | 0.86 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 505,521 CHF | 170,507 CHF | 99.24% | 99.24% |