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 | 1.05% | 0.96 CHF | 0.97 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 283,635 CHF | 95,545 CHF | 99.18% | 99.18% |
12/06/2024 | 1.06% | 0.92 CHF | 0.93 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 280,509 CHF | 94,503 CHF | 97.90% | 97.90% |
11/06/2024 | 1.04% | 0.95 CHF | 0.96 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 285,983 CHF | 96,328 CHF | 98.60% | 98.60% |
10/06/2024 | 1.11% | 0.89 CHF | 0.90 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 269,120 CHF | 90,707 CHF | 99.00% | 99.00% |
07/06/2024 | 1.14% | 0.86 CHF | 0.87 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 260,595 CHF | 87,865 CHF | 98.15% | 98.15% |
05/06/2024 | 1.08% | 0.91 CHF | 0.92 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 277,444 CHF | 93,481 CHF | 98.92% | 98.92% |
04/06/2024 | 1.06% | 0.96 CHF | 0.97 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 280,668 CHF | 94,556 CHF | 98.86% | 98.86% |
03/06/2024 | 1.06% | 0.95 CHF | 0.96 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 282,503 CHF | 95,168 CHF | 90.73% | 90.73% |
31/05/2024 | 1.01% | 0.97 CHF | 0.98 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 295,462 CHF | 99,487 CHF | 98.58% | 98.58% |
30/05/2024 | 1.00% | 1.00 CHF | 1.01 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 298,762 CHF | 100,587 CHF | 98.01% | 98.01% |