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% | 2.55 CHF | 2.56 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 129,223 CHF | 129,840 CHF | 99.19% | 99.19% |
12/06/2024 | 0.51% | 2.62 CHF | 2.64 CHF | 50,000 | 50,000 | 49,155 | 49,155 | 123,955 CHF | 124,580 CHF | 95.01% | 95.01% |
11/06/2024 | 0.52% | 2.46 CHF | 2.47 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 122,114 CHF | 122,753 CHF | 100.00% | 100.00% |
10/06/2024 | 0.49% | 2.43 CHF | 2.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 120,843 CHF | 121,438 CHF | 99.44% | 99.44% |
07/06/2024 | 0.52% | 2.40 CHF | 2.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 119,499 CHF | 120,117 CHF | 99.19% | 99.19% |
05/06/2024 | 0.50% | 2.38 CHF | 2.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 115,189 CHF | 115,769 CHF | 99.61% | 99.61% |
04/06/2024 | 0.55% | 2.23 CHF | 2.24 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 110,620 CHF | 111,225 CHF | 100.00% | 100.00% |
03/06/2024 | 0.55% | 2.18 CHF | 2.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 113,829 CHF | 114,456 CHF | 97.07% | 97.07% |
31/05/2024 | 0.53% | 2.34 CHF | 2.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 116,605 CHF | 117,227 CHF | 99.13% | 99.13% |
30/05/2024 | 0.51% | 2.36 CHF | 2.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 117,467 CHF | 118,065 CHF | 99.91% | 99.91% |