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 | 1.34% | 0.71 CHF | 0.72 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 221,894 CHF | 74,965 CHF | 94.70% | 94.70% |
12/06/2024 | 1.36% | 0.74 CHF | 0.75 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 219,147 CHF | 74,049 CHF | 96.17% | 96.17% |
11/06/2024 | 1.29% | 0.77 CHF | 0.78 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 231,295 CHF | 78,098 CHF | 98.00% | 98.00% |
10/06/2024 | 1.31% | 0.77 CHF | 0.78 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 227,461 CHF | 76,820 CHF | 98.41% | 98.41% |
07/06/2024 | 1.30% | 0.76 CHF | 0.77 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 228,814 CHF | 77,271 CHF | 97.93% | 97.93% |
05/06/2024 | 1.27% | 0.79 CHF | 0.80 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 235,689 CHF | 79,563 CHF | 93.89% | 93.89% |
04/06/2024 | 1.22% | 0.81 CHF | 0.82 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 245,222 CHF | 82,741 CHF | 99.24% | 99.24% |
03/06/2024 | 1.13% | 0.88 CHF | 0.89 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 264,597 CHF | 89,199 CHF | 92.31% | 92.31% |
31/05/2024 | 1.06% | 0.93 CHF | 0.94 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 281,192 CHF | 94,731 CHF | 97.22% | 97.22% |
30/05/2024 | 1.05% | 0.94 CHF | 0.95 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 285,052 CHF | 96,017 CHF | 97.71% | 97.71% |