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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/06/2024 | 4.18% | 0.24 CHF | 0.25 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 175,702 CHF | 61,067 CHF | 99.60% | 99.60% |
13/06/2024 | 3.77% | 0.23 CHF | 0.24 CHF | 750,000 | 250,000 | 632,195 | 210,732 | 164,337 CHF | 56,886 CHF | 99.49% | 99.49% |
12/06/2024 | 3.34% | 0.27 CHF | 0.28 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 176,847 CHF | 60,949 CHF | 99.11% | 99.11% |
11/06/2024 | 3.56% | 0.28 CHF | 0.29 CHF | 600,000 | 200,000 | 600,047 | 200,016 | 165,547 CHF | 57,182 CHF | 99.33% | 99.33% |
10/06/2024 | 3.69% | 0.26 CHF | 0.27 CHF | 600,000 | 200,000 | 604,170 | 201,390 | 160,600 CHF | 55,547 CHF | 97.17% | 97.17% |
07/06/2024 | 3.63% | 0.28 CHF | 0.29 CHF | 600,000 | 200,000 | 614,923 | 204,974 | 166,103 CHF | 57,417 CHF | 99.57% | 99.57% |
05/06/2024 | 3.83% | 0.26 CHF | 0.27 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 192,058 CHF | 66,519 CHF | 99.52% | 99.52% |
04/06/2024 | 4.00% | 0.25 CHF | 0.26 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 183,781 CHF | 63,760 CHF | 99.59% | 99.59% |
03/06/2024 | 4.64% | 0.25 CHF | 0.26 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 158,869 CHF | 55,456 CHF | 93.43% | 93.43% |
31/05/2024 | 4.64% | 0.22 CHF | 0.23 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 158,096 CHF | 55,199 CHF | 99.55% | 99.55% |