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 | 7.50% | 0.28 CHF | 0.30 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 6,989 CHF | 7,534 CHF | 100.00% | 100.00% |
13/06/2024 | 6.47% | 0.32 CHF | 0.34 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 8,703 CHF | 9,283 CHF | 98.51% | 98.51% |
12/06/2024 | 2.82% | 0.47 CHF | 0.49 CHF | 82,133 | 50,000 | 86,856 | 49,158 | 38,050 CHF | 22,174 CHF | 93.68% | 93.68% |
11/06/2024 | 2.50% | 0.43 CHF | 0.44 CHF | 89,459 | 50,000 | 89,058 | 50,000 | 37,628 CHF | 21,662 CHF | 100.00% | 100.00% |
10/06/2024 | 2.44% | 0.41 CHF | 0.42 CHF | 92,673 | 50,000 | 90,825 | 50,000 | 37,220 CHF | 20,998 CHF | 98.39% | 98.39% |
07/06/2024 | 2.85% | 0.41 CHF | 0.42 CHF | 90,794 | 50,000 | 90,263 | 49,626 | 36,572 CHF | 20,688 CHF | 99.18% | 99.18% |
05/06/2024 | 4.54% | 0.40 CHF | 0.41 CHF | 93,353 | 50,000 | 96,462 | 50,000 | 36,106 CHF | 19,586 CHF | 99.43% | 99.43% |
04/06/2024 | 3.56% | 0.38 CHF | 0.39 CHF | 95,790 | 50,000 | 95,889 | 50,000 | 36,460 CHF | 19,703 CHF | 100.00% | 100.00% |
03/06/2024 | 2.92% | 0.42 CHF | 0.43 CHF | 91,394 | 50,000 | 90,852 | 50,000 | 38,252 CHF | 21,677 CHF | 100.00% | 100.00% |
31/05/2024 | 3.14% | 0.42 CHF | 0.43 CHF | 91,033 | 50,000 | 89,706 | 50,000 | 38,558 CHF | 22,180 CHF | 99.09% | 99.09% |