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 | 0.86% | 1.06 CHF | 1.07 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 347,092 CHF | 116,698 CHF | 97.18% | 97.18% |
12/06/2024 | 0.80% | 1.22 CHF | 1.23 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 375,229 CHF | 126,076 CHF | 94.42% | 94.42% |
11/06/2024 | 0.78% | 1.24 CHF | 1.25 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 386,282 CHF | 129,761 CHF | 86.87% | 86.87% |
10/06/2024 | 0.72% | 1.39 CHF | 1.40 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 417,580 CHF | 140,193 CHF | 97.43% | 97.43% |
07/06/2024 | 0.70% | 1.50 CHF | 1.51 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 426,272 CHF | 143,091 CHF | 95.58% | 95.58% |
05/06/2024 | 0.80% | 1.23 CHF | 1.24 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 375,286 CHF | 126,095 CHF | 96.27% | 96.27% |
04/06/2024 | 0.76% | 1.29 CHF | 1.30 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 394,188 CHF | 132,396 CHF | 96.07% | 96.07% |
03/06/2024 | 0.69% | 1.44 CHF | 1.45 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 432,612 CHF | 145,204 CHF | 96.50% | 96.50% |
31/05/2024 | 0.67% | 1.48 CHF | 1.49 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 444,904 CHF | 149,301 CHF | 93.58% | 93.58% |
30/05/2024 | 0.65% | 1.56 CHF | 1.57 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 459,293 CHF | 154,098 CHF | 90.43% | 90.43% |