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 | 7.86% | 0.12 CHF | 0.13 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 91,875 CHF | 33,125 CHF | 99.38% | 99.38% |
13/06/2024 | 6.86% | 0.12 CHF | 0.13 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 105,825 CHF | 37,775 CHF | 99.33% | 99.33% |
12/06/2024 | 6.69% | 0.16 CHF | 0.17 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 108,970 CHF | 38,823 CHF | 99.38% | 99.38% |
11/06/2024 | 6.45% | 0.14 CHF | 0.15 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 112,859 CHF | 40,120 CHF | 99.38% | 99.38% |
10/06/2024 | 6.20% | 0.16 CHF | 0.17 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 117,436 CHF | 41,645 CHF | 99.38% | 99.38% |
07/06/2024 | 5.83% | 0.17 CHF | 0.18 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 125,165 CHF | 44,222 CHF | 99.14% | 99.14% |
05/06/2024 | 5.41% | 0.19 CHF | 0.20 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 135,114 CHF | 47,538 CHF | 99.38% | 99.38% |
04/06/2024 | 5.74% | 0.16 CHF | 0.17 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 127,147 CHF | 44,882 CHF | 99.09% | 99.09% |
03/06/2024 | 5.38% | 0.17 CHF | 0.18 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 135,816 CHF | 47,772 CHF | 99.38% | 99.38% |
31/05/2024 | 5.44% | 0.17 CHF | 0.18 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 134,373 CHF | 47,291 CHF | 99.38% | 99.38% |