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 | 0.92% | 1.03 CHF | 1.04 CHF | 120,000 | 120,000 | 118,696 | 118,696 | 131,711 CHF | 132,900 CHF | 91.37% | 91.37% |
12/06/2024 | 0.86% | 1.16 CHF | 1.17 CHF | 120,000 | 120,000 | 118,565 | 118,565 | 139,788 CHF | 140,975 CHF | 90.91% | 90.91% |
11/06/2024 | 0.85% | 1.17 CHF | 1.18 CHF | 120,000 | 120,000 | 116,100 | 116,100 | 139,362 CHF | 140,524 CHF | 92.49% | 92.49% |
10/06/2024 | 0.79% | 1.28 CHF | 1.29 CHF | 110,000 | 110,000 | 108,743 | 108,743 | 139,674 CHF | 140,763 CHF | 92.93% | 94.28% |
07/06/2024 | 0.78% | 1.37 CHF | 1.38 CHF | 110,000 | 110,000 | 109,058 | 109,058 | 142,545 CHF | 143,636 CHF | 99.30% | 99.30% |
05/06/2024 | 0.86% | 1.16 CHF | 1.17 CHF | 120,000 | 120,000 | 118,721 | 118,721 | 140,055 CHF | 141,243 CHF | 96.35% | 96.35% |
04/06/2024 | 0.83% | 1.21 CHF | 1.22 CHF | 120,000 | 120,000 | 111,725 | 111,725 | 137,043 CHF | 138,162 CHF | 94.14% | 94.14% |
03/06/2024 | 0.77% | 1.32 CHF | 1.33 CHF | 110,000 | 110,000 | 108,682 | 108,682 | 144,010 CHF | 145,098 CHF | 96.83% | 96.83% |
31/05/2024 | 0.75% | 1.35 CHF | 1.36 CHF | 110,000 | 110,000 | 108,855 | 108,855 | 147,721 CHF | 148,810 CHF | 96.64% | 96.64% |
30/05/2024 | 0.73% | 1.41 CHF | 1.42 CHF | 110,000 | 110,000 | 108,844 | 108,844 | 151,577 CHF | 152,666 CHF | 98.75% | 98.75% |