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 | 0.78% | 1.21 CHF | 1.22 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 572,067 CHF | 192,189 CHF | 99.53% | 99.53% |
12/06/2024 | 0.82% | 1.29 CHF | 1.30 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 548,188 CHF | 184,229 CHF | 99.42% | 99.42% |
11/06/2024 | 0.84% | 1.18 CHF | 1.19 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 532,562 CHF | 179,021 CHF | 99.35% | 99.35% |
10/06/2024 | 0.88% | 1.20 CHF | 1.21 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 511,156 CHF | 171,885 CHF | 99.56% | 99.56% |
07/06/2024 | 0.83% | 1.19 CHF | 1.20 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 541,105 CHF | 181,868 CHF | 99.48% | 99.48% |
05/06/2024 | 1.01% | 1.11 CHF | 1.12 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 445,355 CHF | 149,952 CHF | 99.46% | 99.46% |
04/06/2024 | 1.17% | 0.83 CHF | 0.84 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 382,086 CHF | 128,862 CHF | 99.56% | 99.56% |
03/06/2024 | 1.12% | 0.85 CHF | 0.86 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 398,923 CHF | 134,474 CHF | 99.66% | 99.66% |
31/05/2024 | 1.13% | 0.83 CHF | 0.84 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 396,721 CHF | 133,740 CHF | 99.58% | 99.58% |
30/05/2024 | 1.13% | 0.86 CHF | 0.87 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 395,237 CHF | 133,246 CHF | 99.53% | 99.53% |