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 | 0.48% | 2.65 CHF | 2.67 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 134,385 CHF | 135,029 CHF | 99.18% | 99.18% |
12/06/2024 | 0.45% | 2.73 CHF | 2.74 CHF | 50,000 | 50,000 | 49,151 | 49,151 | 129,016 CHF | 129,595 CHF | 94.57% | 94.57% |
11/06/2024 | 0.45% | 2.57 CHF | 2.58 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 127,304 CHF | 127,885 CHF | 100.00% | 100.00% |
10/06/2024 | 0.47% | 2.54 CHF | 2.55 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 126,008 CHF | 126,608 CHF | 99.61% | 99.61% |
07/06/2024 | 0.48% | 2.50 CHF | 2.52 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 124,698 CHF | 125,294 CHF | 99.19% | 99.19% |
05/06/2024 | 0.47% | 2.49 CHF | 2.50 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 120,346 CHF | 120,911 CHF | 99.61% | 99.61% |
04/06/2024 | 0.50% | 2.33 CHF | 2.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 115,801 CHF | 116,381 CHF | 100.00% | 100.00% |
03/06/2024 | 0.49% | 2.28 CHF | 2.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 119,007 CHF | 119,592 CHF | 97.08% | 97.08% |
31/05/2024 | 0.48% | 2.44 CHF | 2.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 121,780 CHF | 122,367 CHF | 99.13% | 99.13% |
30/05/2024 | 0.48% | 2.46 CHF | 2.48 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 122,603 CHF | 123,191 CHF | 99.91% | 99.91% |