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 | 8.15% | 0.13 CHF | 0.14 CHF | 425,000 | 425,000 | 438,075 | 438,080 | 51,536 CHF | 55,917 CHF | 99.63% | 99.63% |
12/06/2024 | 7.46% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 400,760 | 400,763 | 51,776 CHF | 55,784 CHF | 99.76% | 99.76% |
11/06/2024 | 6.23% | 0.14 CHF | 0.15 CHF | 350,000 | 350,000 | 334,739 | 334,739 | 52,092 CHF | 55,439 CHF | 99.99% | 99.99% |
10/06/2024 | 7.26% | 0.12 CHF | 0.13 CHF | 400,000 | 400,000 | 390,801 | 390,805 | 51,934 CHF | 55,843 CHF | 99.61% | 99.61% |
07/06/2024 | 6.81% | 0.13 CHF | 0.14 CHF | 375,000 | 375,000 | 369,540 | 369,539 | 52,466 CHF | 56,161 CHF | 99.89% | 99.89% |
05/06/2024 | 5.34% | 0.16 CHF | 0.17 CHF | 300,000 | 300,000 | 291,579 | 291,580 | 53,145 CHF | 56,061 CHF | 99.83% | 99.83% |
04/06/2024 | 4.43% | 0.22 CHF | 0.23 CHF | 200,000 | 200,000 | 238,528 | 238,528 | 52,729 CHF | 55,114 CHF | 99.97% | 99.97% |
03/06/2024 | 5.47% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 296,900 | 296,900 | 52,880 CHF | 55,849 CHF | 99.92% | 99.92% |
31/05/2024 | 5.36% | 0.15 CHF | 0.16 CHF | 325,000 | 325,000 | 287,430 | 287,426 | 52,178 CHF | 55,051 CHF | 99.99% | 99.99% |
30/05/2024 | 4.76% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 254,947 | 254,946 | 52,322 CHF | 54,872 CHF | 99.98% | 99.98% |