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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/06/2024 | 1.37% | 1.03 CHF | 1.05 CHF | 400,000 | 25,000 | 400,000 | 25,000 | 434,501 CHF | 27,531 CHF | 98.88% | 98.88% |
14/06/2024 | 1.34% | 1.11 CHF | 1.12 CHF | 400,000 | 25,000 | 400,000 | 25,000 | 443,667 CHF | 28,104 CHF | 98.88% | 98.88% |
13/06/2024 | 1.24% | 1.11 CHF | 1.13 CHF | 400,000 | 25,000 | 400,000 | 25,000 | 482,775 CHF | 30,549 CHF | 98.98% | 98.98% |
12/06/2024 | 1.36% | 1.14 CHF | 1.15 CHF | 400,000 | 25,000 | 400,000 | 25,000 | 437,191 CHF | 27,699 CHF | 99.27% | 99.27% |
11/06/2024 | 1.43% | 1.04 CHF | 1.05 CHF | 400,000 | 25,000 | 400,000 | 25,000 | 416,604 CHF | 26,413 CHF | 99.23% | 99.23% |
10/06/2024 | 1.45% | 1.04 CHF | 1.05 CHF | 400,000 | 25,000 | 400,000 | 25,000 | 412,185 CHF | 26,137 CHF | 99.17% | 99.17% |
07/06/2024 | 1.40% | 1.05 CHF | 1.06 CHF | 400,000 | 25,000 | 400,000 | 25,000 | 425,862 CHF | 26,991 CHF | 99.27% | 99.27% |
05/06/2024 | 1.48% | 1.01 CHF | 1.02 CHF | 400,000 | 25,000 | 400,000 | 25,000 | 401,178 CHF | 25,449 CHF | 99.23% | 99.23% |
04/06/2024 | 1.55% | 0.96 CHF | 0.97 CHF | 400,000 | 25,000 | 400,000 | 25,000 | 384,141 CHF | 24,384 CHF | 99.27% | 99.27% |
03/06/2024 | 1.47% | 1.03 CHF | 1.05 CHF | 400,000 | 25,000 | 400,000 | 25,000 | 405,007 CHF | 25,688 CHF | 98.64% | 98.64% |