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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/06/2024 | 15.33% | 0.06 CHF | 0.07 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 45,214 CHF | 17,572 CHF | 99.38% | 99.38% |
14/06/2024 | 15.04% | 0.06 CHF | 0.07 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 46,262 CHF | 17,921 CHF | 99.38% | 99.38% |
13/06/2024 | 12.29% | 0.06 CHF | 0.07 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 57,543 CHF | 21,681 CHF | 99.34% | 99.34% |
12/06/2024 | 11.53% | 0.09 CHF | 0.10 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 61,711 CHF | 23,070 CHF | 99.38% | 99.38% |
11/06/2024 | 10.76% | 0.08 CHF | 0.09 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 66,107 CHF | 24,536 CHF | 99.38% | 99.38% |
10/06/2024 | 10.55% | 0.09 CHF | 0.10 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 67,482 CHF | 24,994 CHF | 99.38% | 99.38% |
07/06/2024 | 9.83% | 0.10 CHF | 0.11 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 72,684 CHF | 26,728 CHF | 99.15% | 99.15% |
05/06/2024 | 8.85% | 0.12 CHF | 0.13 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 81,394 CHF | 29,631 CHF | 99.38% | 99.38% |
04/06/2024 | 9.92% | 0.09 CHF | 0.10 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 72,065 CHF | 26,522 CHF | 99.09% | 99.09% |
03/06/2024 | 8.91% | 0.10 CHF | 0.11 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 80,566 CHF | 29,355 CHF | 99.38% | 99.38% |