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 | 1.08% | 0.87 CHF | 0.88 CHF | 120,000 | 120,000 | 119,456 | 119,456 | 110,185 CHF | 111,380 CHF | 99.95% | 99.95% |
12/06/2024 | 1.07% | 0.94 CHF | 0.95 CHF | 120,000 | 120,000 | 119,505 | 119,505 | 110,697 CHF | 111,892 CHF | 99.88% | 99.88% |
11/06/2024 | 1.11% | 0.87 CHF | 0.88 CHF | 120,000 | 120,000 | 119,505 | 119,505 | 106,974 CHF | 108,169 CHF | 99.69% | 99.69% |
10/06/2024 | 1.06% | 0.93 CHF | 0.94 CHF | 120,000 | 120,000 | 119,505 | 119,505 | 111,668 CHF | 112,863 CHF | 99.90% | 99.90% |
07/06/2024 | 1.02% | 0.99 CHF | 1.00 CHF | 120,000 | 120,000 | 119,472 | 119,472 | 116,999 CHF | 118,194 CHF | 99.99% | 99.99% |
05/06/2024 | 0.99% | 1.00 CHF | 1.01 CHF | 120,000 | 120,000 | 117,792 | 117,792 | 117,934 CHF | 119,112 CHF | 99.97% | 99.97% |
04/06/2024 | 0.99% | 1.00 CHF | 1.01 CHF | 120,000 | 120,000 | 116,535 | 116,535 | 117,506 CHF | 118,671 CHF | 99.16% | 99.16% |
03/06/2024 | 0.86% | 1.16 CHF | 1.17 CHF | 115,000 | 115,000 | 114,525 | 114,525 | 133,004 CHF | 134,149 CHF | 99.94% | 99.94% |
31/05/2024 | 0.90% | 1.12 CHF | 1.13 CHF | 115,000 | 115,000 | 114,509 | 114,509 | 127,096 CHF | 128,241 CHF | 96.27% | 96.27% |
30/05/2024 | 0.94% | 1.07 CHF | 1.08 CHF | 115,000 | 115,000 | 114,526 | 114,526 | 121,849 CHF | 122,995 CHF | 99.99% | 99.99% |