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 | 3.09% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 174,704 | 174,704 | 55,773 CHF | 57,521 CHF | 100.00% | 100.00% |
12/06/2024 | 3.11% | 0.34 CHF | 0.35 CHF | 150,000 | 150,000 | 167,900 | 167,900 | 53,086 CHF | 54,765 CHF | 100.00% | 100.00% |
11/06/2024 | 3.15% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 54,862 CHF | 56,612 CHF | 100.00% | 100.00% |
10/06/2024 | 3.06% | 0.32 CHF | 0.33 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 56,375 CHF | 58,125 CHF | 97.80% | 97.80% |
07/06/2024 | 3.01% | 0.33 CHF | 0.34 CHF | 175,000 | 175,000 | 174,477 | 174,477 | 57,037 CHF | 58,782 CHF | 99.78% | 99.78% |
05/06/2024 | 3.13% | 0.34 CHF | 0.35 CHF | 150,000 | 150,000 | 173,126 | 173,126 | 54,468 CHF | 56,199 CHF | 99.85% | 99.85% |
04/06/2024 | 3.51% | 0.28 CHF | 0.29 CHF | 175,000 | 175,000 | 191,414 | 191,414 | 53,619 CHF | 55,533 CHF | 100.00% | 100.00% |
03/06/2024 | 3.41% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 180,697 | 180,697 | 52,054 CHF | 53,861 CHF | 100.00% | 100.00% |
31/05/2024 | 3.39% | 0.29 CHF | 0.30 CHF | 175,000 | 175,000 | 177,050 | 177,050 | 51,346 CHF | 53,117 CHF | 100.00% | 100.00% |
30/05/2024 | 3.41% | 0.29 CHF | 0.30 CHF | 175,000 | 175,000 | 182,402 | 182,402 | 52,519 CHF | 54,343 CHF | 99.27% | 99.27% |