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 | 3.20% | 0.32 CHF | 0.33 CHF | 175,000 | 175,000 | 175,519 | 175,519 | 54,035 CHF | 55,790 CHF | 100.00% | 100.00% |
12/06/2024 | 3.28% | 0.28 CHF | 0.29 CHF | 175,000 | 175,000 | 175,263 | 175,261 | 52,561 CHF | 54,314 CHF | 99.77% | 99.77% |
11/06/2024 | 3.27% | 0.32 CHF | 0.33 CHF | 175,000 | 175,000 | 179,379 | 179,382 | 54,017 CHF | 55,812 CHF | 100.00% | 100.00% |
10/06/2024 | 3.99% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 213,829 | 213,835 | 52,556 CHF | 54,696 CHF | 99.57% | 99.57% |
07/06/2024 | 4.21% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 222,031 | 222,032 | 51,638 CHF | 53,859 CHF | 100.00% | 100.00% |
05/06/2024 | 3.73% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 52,740 CHF | 54,740 CHF | 100.00% | 100.00% |
04/06/2024 | 3.66% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 195,272 | 195,269 | 52,371 CHF | 54,322 CHF | 100.00% | 100.00% |
03/06/2024 | 4.50% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 243,502 | 243,501 | 52,954 CHF | 55,389 CHF | 100.00% | 100.00% |
31/05/2024 | 3.83% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 204,027 | 204,024 | 52,243 CHF | 54,282 CHF | 100.00% | 100.00% |
30/05/2024 | 3.74% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 200,520 | 200,520 | 52,638 CHF | 54,643 CHF | 100.00% | 100.00% |