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 | 0.26% | 3.66 CHF | 3.67 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 95,419 CHF | 95,669 CHF | 100.00% | 100.00% |
12/06/2024 | 0.25% | 3.98 CHF | 3.99 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 98,396 CHF | 98,646 CHF | 100.00% | 100.00% |
11/06/2024 | 0.25% | 3.92 CHF | 3.93 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 98,866 CHF | 99,116 CHF | 100.00% | 100.00% |
10/06/2024 | 0.26% | 3.90 CHF | 3.91 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 96,511 CHF | 96,761 CHF | 97.82% | 97.82% |
07/06/2024 | 0.24% | 4.11 CHF | 4.12 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 102,586 CHF | 102,836 CHF | 99.79% | 99.79% |
05/06/2024 | 0.23% | 4.38 CHF | 4.39 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 110,666 CHF | 110,916 CHF | 99.86% | 99.86% |
04/06/2024 | 0.22% | 4.32 CHF | 4.33 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 112,132 CHF | 112,382 CHF | 100.00% | 100.00% |
03/06/2024 | 0.21% | 4.61 CHF | 4.62 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 118,591 CHF | 118,841 CHF | 100.00% | 100.00% |
31/05/2024 | 0.21% | 4.69 CHF | 4.70 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 119,896 CHF | 120,146 CHF | 99.88% | 99.88% |
30/05/2024 | 0.20% | 5.05 CHF | 5.06 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 125,922 CHF | 126,172 CHF | 99.28% | 99.28% |