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 | 0.65% | 1.51 CHF | 1.52 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 76,966 CHF | 77,466 CHF | 99.40% | 99.40% |
12/06/2024 | 0.64% | 1.58 CHF | 1.59 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 78,010 CHF | 78,510 CHF | 98.99% | 98.99% |
11/06/2024 | 0.65% | 1.54 CHF | 1.55 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 76,179 CHF | 76,679 CHF | 99.80% | 99.80% |
10/06/2024 | 0.67% | 1.50 CHF | 1.51 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 74,223 CHF | 74,723 CHF | 96.82% | 96.82% |
07/06/2024 | 0.61% | 1.55 CHF | 1.56 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 81,822 CHF | 82,322 CHF | 98.98% | 98.98% |
05/06/2024 | 0.61% | 1.72 CHF | 1.73 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 82,170 CHF | 82,670 CHF | 99.80% | 99.80% |
04/06/2024 | 0.61% | 1.60 CHF | 1.61 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 81,133 CHF | 81,633 CHF | 100.00% | 100.00% |
03/06/2024 | 0.61% | 1.66 CHF | 1.67 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 81,833 CHF | 82,333 CHF | 100.00% | 100.00% |
31/05/2024 | 0.59% | 1.65 CHF | 1.66 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 84,890 CHF | 85,390 CHF | 100.00% | 100.00% |
30/05/2024 | 0.60% | 1.70 CHF | 1.71 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 83,716 CHF | 84,216 CHF | 100.00% | 100.00% |