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 | 0.52% | 2.44 CHF | 2.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 121,859 CHF | 122,489 CHF | 99.78% | 99.78% |
13/06/2024 | 0.52% | 2.51 CHF | 2.52 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 127,223 CHF | 127,885 CHF | 99.19% | 99.19% |
12/06/2024 | 0.48% | 2.59 CHF | 2.60 CHF | 50,000 | 50,000 | 49,304 | 49,154 | 122,421 CHF | 122,625 CHF | 95.00% | 95.00% |
11/06/2024 | 0.51% | 2.42 CHF | 2.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 120,165 CHF | 120,776 CHF | 100.00% | 100.00% |
10/06/2024 | 0.50% | 2.39 CHF | 2.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 118,889 CHF | 119,479 CHF | 99.44% | 99.44% |
07/06/2024 | 0.52% | 2.36 CHF | 2.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 117,555 CHF | 118,166 CHF | 99.19% | 99.19% |
05/06/2024 | 0.50% | 2.34 CHF | 2.36 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 113,228 CHF | 113,795 CHF | 99.62% | 99.62% |
04/06/2024 | 0.56% | 2.19 CHF | 2.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 108,664 CHF | 109,276 CHF | 100.00% | 100.00% |
03/06/2024 | 0.56% | 2.14 CHF | 2.15 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 111,875 CHF | 112,507 CHF | 97.08% | 97.08% |
31/05/2024 | 0.53% | 2.30 CHF | 2.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 114,645 CHF | 115,251 CHF | 98.64% | 98.64% |