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 | 0.52% | 1.89 CHF | 1.90 CHF | 225,000 | 25,000 | 225,000 | 25,000 | 430,274 CHF | 48,058 CHF | 98.99% | 98.99% |
12/06/2024 | 0.52% | 1.96 CHF | 1.97 CHF | 225,000 | 25,000 | 225,000 | 25,000 | 429,837 CHF | 48,010 CHF | 99.27% | 99.27% |
11/06/2024 | 0.53% | 1.89 CHF | 1.90 CHF | 225,000 | 25,000 | 225,000 | 25,000 | 421,235 CHF | 47,054 CHF | 99.22% | 99.22% |
10/06/2024 | 0.54% | 1.86 CHF | 1.87 CHF | 225,000 | 25,000 | 225,000 | 25,000 | 418,744 CHF | 46,777 CHF | 99.17% | 99.17% |
07/06/2024 | 0.55% | 1.84 CHF | 1.85 CHF | 225,000 | 25,000 | 225,000 | 25,000 | 409,541 CHF | 45,755 CHF | 99.26% | 99.26% |
05/06/2024 | 0.60% | 1.65 CHF | 1.66 CHF | 225,000 | 25,000 | 225,000 | 25,000 | 375,217 CHF | 41,941 CHF | 99.23% | 99.23% |
04/06/2024 | 0.60% | 1.66 CHF | 1.67 CHF | 225,000 | 25,000 | 225,000 | 25,000 | 372,905 CHF | 41,684 CHF | 99.26% | 99.26% |
03/06/2024 | 0.60% | 1.67 CHF | 1.68 CHF | 225,000 | 25,000 | 225,000 | 25,000 | 376,384 CHF | 42,070 CHF | 99.27% | 99.27% |
31/05/2024 | 0.62% | 1.67 CHF | 1.68 CHF | 225,000 | 25,000 | 225,000 | 25,000 | 364,265 CHF | 40,724 CHF | 98.89% | 98.89% |
30/05/2024 | 0.63% | 1.59 CHF | 1.60 CHF | 225,000 | 25,000 | 225,000 | 25,000 | 357,966 CHF | 40,024 CHF | 99.27% | 99.27% |