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 | 2.36% | 0.44 CHF | 0.45 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 251,779 CHF | 85,926 CHF | 99.04% | 99.04% |
13/06/2024 | 2.48% | 0.41 CHF | 0.42 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 239,500 CHF | 81,833 CHF | 99.23% | 99.23% |
12/06/2024 | 2.76% | 0.39 CHF | 0.40 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 214,341 CHF | 73,447 CHF | 99.23% | 99.23% |
11/06/2024 | 2.79% | 0.37 CHF | 0.38 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 211,840 CHF | 72,613 CHF | 98.34% | 98.34% |
10/06/2024 | 2.85% | 0.34 CHF | 0.35 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 207,255 CHF | 71,085 CHF | 99.24% | 99.24% |
07/06/2024 | 3.02% | 0.32 CHF | 0.33 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 195,924 CHF | 67,308 CHF | 98.32% | 98.32% |
05/06/2024 | 2.78% | 0.38 CHF | 0.39 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 212,778 CHF | 72,926 CHF | 98.97% | 98.97% |
04/06/2024 | 2.87% | 0.37 CHF | 0.38 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 206,357 CHF | 70,786 CHF | 99.24% | 99.24% |
03/06/2024 | 3.73% | 0.29 CHF | 0.30 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 158,044 CHF | 54,681 CHF | 92.89% | 92.89% |
31/05/2024 | 3.07% | 0.31 CHF | 0.32 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 192,627 CHF | 66,209 CHF | 99.24% | 99.24% |