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 | 2.99% | 0.32 CHF | 0.33 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 74,272 CHF | 17,005 CHF | 99.17% | 99.17% |
12/06/2024 | 3.26% | 0.33 CHF | 0.34 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 68,134 CHF | 15,641 CHF | 99.16% | 99.16% |
11/06/2024 | 3.16% | 0.30 CHF | 0.31 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 70,145 CHF | 16,088 CHF | 99.17% | 99.17% |
10/06/2024 | 3.00% | 0.33 CHF | 0.34 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 73,825 CHF | 16,906 CHF | 99.17% | 99.17% |
07/06/2024 | 2.96% | 0.31 CHF | 0.32 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 75,022 CHF | 17,172 CHF | 99.15% | 99.15% |
05/06/2024 | 2.63% | 0.36 CHF | 0.37 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 84,379 CHF | 19,251 CHF | 99.16% | 99.16% |
04/06/2024 | 2.51% | 0.38 CHF | 0.39 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 88,518 CHF | 20,171 CHF | 99.13% | 99.13% |
03/06/2024 | 2.77% | 0.37 CHF | 0.38 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 80,131 CHF | 18,307 CHF | 99.17% | 99.17% |
31/05/2024 | 2.88% | 0.34 CHF | 0.35 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 76,916 CHF | 17,592 CHF | 97.64% | 97.64% |
30/05/2024 | 3.02% | 0.33 CHF | 0.34 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 73,375 CHF | 16,806 CHF | 99.13% | 99.13% |