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 | 0.98% | 0.96 CHF | 0.97 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 202,900 CHF | 204,900 CHF | 99.39% | 99.39% |
12/06/2024 | 0.94% | 1.06 CHF | 1.07 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 211,196 CHF | 213,196 CHF | 98.91% | 98.91% |
11/06/2024 | 0.95% | 1.03 CHF | 1.04 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 209,993 CHF | 211,993 CHF | 99.15% | 99.15% |
10/06/2024 | 0.91% | 1.09 CHF | 1.10 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 218,520 CHF | 220,520 CHF | 99.85% | 99.85% |
07/06/2024 | 0.87% | 1.15 CHF | 1.16 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 228,945 CHF | 230,945 CHF | 98.97% | 98.97% |
05/06/2024 | 0.90% | 1.10 CHF | 1.11 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 222,050 CHF | 224,050 CHF | 99.44% | 99.44% |
04/06/2024 | 0.89% | 1.11 CHF | 1.12 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 224,066 CHF | 226,066 CHF | 99.07% | 99.07% |
03/06/2024 | 0.83% | 1.19 CHF | 1.20 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 241,033 CHF | 243,033 CHF | 99.37% | 99.37% |
31/05/2024 | 0.84% | 1.19 CHF | 1.20 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 238,283 CHF | 240,283 CHF | 99.38% | 99.38% |
30/05/2024 | 0.85% | 1.18 CHF | 1.19 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 235,201 CHF | 237,201 CHF | 98.98% | 98.98% |