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% | 2.60 CHF | 2.61 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 131,666 CHF | 132,280 CHF | 98.89% | 98.89% |
12/06/2024 | 0.52% | 2.67 CHF | 2.69 CHF | 50,000 | 50,000 | 49,155 | 49,155 | 126,334 CHF | 126,989 CHF | 95.05% | 95.05% |
11/06/2024 | 0.51% | 2.51 CHF | 2.52 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 124,549 CHF | 125,180 CHF | 98.86% | 98.86% |
10/06/2024 | 0.49% | 2.48 CHF | 2.49 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 123,287 CHF | 123,889 CHF | 99.44% | 99.44% |
07/06/2024 | 0.50% | 2.45 CHF | 2.46 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 121,946 CHF | 122,555 CHF | 99.19% | 99.19% |
05/06/2024 | 0.49% | 2.43 CHF | 2.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 117,650 CHF | 118,228 CHF | 99.62% | 99.62% |
04/06/2024 | 0.53% | 2.28 CHF | 2.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 113,066 CHF | 113,664 CHF | 100.00% | 100.00% |
03/06/2024 | 0.54% | 2.23 CHF | 2.24 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 116,272 CHF | 116,898 CHF | 97.08% | 97.08% |
31/05/2024 | 0.51% | 2.38 CHF | 2.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 119,048 CHF | 119,654 CHF | 99.13% | 99.13% |
30/05/2024 | 0.50% | 2.41 CHF | 2.42 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 119,913 CHF | 120,509 CHF | 99.90% | 99.90% |