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 | 1.61% | 0.56 CHF | 0.57 CHF | 120,000 | 120,000 | 118,742 | 118,742 | 74,756 CHF | 75,945 CHF | 95.72% | 95.72% |
12/06/2024 | 1.45% | 0.68 CHF | 0.69 CHF | 120,000 | 120,000 | 118,705 | 118,705 | 83,072 CHF | 84,260 CHF | 95.91% | 95.91% |
11/06/2024 | 1.41% | 0.70 CHF | 0.71 CHF | 120,000 | 120,000 | 116,138 | 116,138 | 83,814 CHF | 84,976 CHF | 96.59% | 96.59% |
10/06/2024 | 1.26% | 0.80 CHF | 0.81 CHF | 110,000 | 110,000 | 108,853 | 108,853 | 87,714 CHF | 88,804 CHF | 96.47% | 97.90% |
07/06/2024 | 1.23% | 0.89 CHF | 0.90 CHF | 110,000 | 110,000 | 108,888 | 108,888 | 90,009 CHF | 91,099 CHF | 99.51% | 99.51% |
05/06/2024 | 1.45% | 0.69 CHF | 0.70 CHF | 120,000 | 120,000 | 118,760 | 118,760 | 83,174 CHF | 84,363 CHF | 98.61% | 98.61% |
04/06/2024 | 1.36% | 0.73 CHF | 0.74 CHF | 120,000 | 120,000 | 112,108 | 112,108 | 83,733 CHF | 84,855 CHF | 97.30% | 97.30% |
03/06/2024 | 1.21% | 0.84 CHF | 0.85 CHF | 110,000 | 110,000 | 108,884 | 108,884 | 91,667 CHF | 92,757 CHF | 99.01% | 99.01% |
31/05/2024 | 1.17% | 0.87 CHF | 0.88 CHF | 110,000 | 110,000 | 108,860 | 108,860 | 94,919 CHF | 96,009 CHF | 97.00% | 97.00% |
30/05/2024 | 1.12% | 0.93 CHF | 0.94 CHF | 110,000 | 110,000 | 108,891 | 108,891 | 98,908 CHF | 99,998 CHF | 99.80% | 99.80% |