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 | 1.38% | 0.72 CHF | 0.73 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 180,251 CHF | 73,100 CHF | 99.16% | 99.16% |
12/06/2024 | 1.41% | 0.71 CHF | 0.72 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 175,801 CHF | 71,321 CHF | 99.16% | 99.16% |
11/06/2024 | 1.46% | 0.70 CHF | 0.71 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 170,101 CHF | 69,040 CHF | 99.17% | 99.17% |
10/06/2024 | 1.51% | 0.65 CHF | 0.66 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 164,382 CHF | 66,753 CHF | 99.16% | 99.16% |
07/06/2024 | 1.53% | 0.65 CHF | 0.66 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 162,424 CHF | 65,970 CHF | 99.16% | 99.16% |
05/06/2024 | 1.54% | 0.65 CHF | 0.66 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 161,281 CHF | 65,513 CHF | 99.17% | 99.17% |
04/06/2024 | 1.57% | 0.64 CHF | 0.65 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 157,695 CHF | 64,078 CHF | 99.16% | 99.16% |
03/06/2024 | 1.59% | 0.61 CHF | 0.62 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 155,962 CHF | 63,385 CHF | 99.17% | 99.17% |
31/05/2024 | 1.77% | 0.56 CHF | 0.57 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 140,210 CHF | 57,084 CHF | 97.54% | 97.54% |
30/05/2024 | 1.77% | 0.55 CHF | 0.56 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 139,904 CHF | 56,962 CHF | 99.14% | 99.14% |