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 | 1.16% | 0.80 CHF | 0.81 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 171,041 CHF | 173,041 CHF | 100.00% | 100.00% |
12/06/2024 | 1.11% | 0.90 CHF | 0.91 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 179,364 CHF | 181,364 CHF | 99.09% | 99.09% |
11/06/2024 | 1.12% | 0.87 CHF | 0.88 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 178,206 CHF | 180,206 CHF | 99.58% | 99.58% |
10/06/2024 | 1.07% | 0.93 CHF | 0.94 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 186,773 CHF | 188,773 CHF | 100.00% | 100.00% |
07/06/2024 | 1.01% | 0.99 CHF | 1.00 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 197,029 CHF | 199,029 CHF | 100.00% | 100.00% |
05/06/2024 | 1.05% | 0.94 CHF | 0.95 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 190,084 CHF | 192,084 CHF | 99.89% | 99.89% |
04/06/2024 | 1.04% | 0.95 CHF | 0.96 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 192,111 CHF | 194,111 CHF | 100.00% | 100.00% |
03/06/2024 | 0.95% | 1.03 CHF | 1.04 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 208,857 CHF | 210,857 CHF | 100.00% | 100.00% |
31/05/2024 | 0.97% | 1.03 CHF | 1.04 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 205,972 CHF | 207,972 CHF | 100.00% | 100.00% |
30/05/2024 | 0.98% | 1.02 CHF | 1.03 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 203,104 CHF | 205,104 CHF | 99.30% | 99.30% |