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 | 1.09% | 0.93 CHF | 0.94 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 272,627 CHF | 91,876 CHF | 99.57% | 99.57% |
13/06/2024 | 1.03% | 0.91 CHF | 0.92 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 290,930 CHF | 97,977 CHF | 99.43% | 99.43% |
12/06/2024 | 0.95% | 1.00 CHF | 1.01 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 313,249 CHF | 105,416 CHF | 99.05% | 99.05% |
11/06/2024 | 0.99% | 1.01 CHF | 1.02 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 300,933 CHF | 101,311 CHF | 99.38% | 99.38% |
10/06/2024 | 1.01% | 0.96 CHF | 0.97 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 294,239 CHF | 99,080 CHF | 97.19% | 97.19% |
07/06/2024 | 1.02% | 1.00 CHF | 1.01 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 292,158 CHF | 98,386 CHF | 99.57% | 99.57% |
05/06/2024 | 1.07% | 0.95 CHF | 0.96 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 279,749 CHF | 94,250 CHF | 99.55% | 99.55% |
04/06/2024 | 1.10% | 0.92 CHF | 0.93 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 271,270 CHF | 91,423 CHF | 99.58% | 99.58% |
03/06/2024 | 1.22% | 0.92 CHF | 0.93 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 244,801 CHF | 82,600 CHF | 93.53% | 93.53% |
31/05/2024 | 1.25% | 0.85 CHF | 0.86 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 239,117 CHF | 80,706 CHF | 99.55% | 99.55% |