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 | 2.30% | 0.43 CHF | 0.44 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 128,780 CHF | 43,927 CHF | 99.38% | 99.38% |
13/06/2024 | 2.03% | 0.46 CHF | 0.47 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 146,285 CHF | 49,762 CHF | 99.03% | 99.03% |
12/06/2024 | 1.75% | 0.60 CHF | 0.61 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 170,004 CHF | 57,668 CHF | 99.38% | 99.38% |
11/06/2024 | 1.80% | 0.56 CHF | 0.57 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 165,449 CHF | 56,150 CHF | 99.38% | 99.38% |
10/06/2024 | 1.84% | 0.54 CHF | 0.55 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 161,954 CHF | 54,985 CHF | 99.38% | 99.38% |
07/06/2024 | 1.85% | 0.54 CHF | 0.55 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 160,928 CHF | 54,643 CHF | 99.15% | 99.15% |
05/06/2024 | 1.94% | 0.53 CHF | 0.54 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 153,327 CHF | 52,109 CHF | 99.37% | 99.37% |
04/06/2024 | 1.92% | 0.51 CHF | 0.52 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 154,457 CHF | 52,486 CHF | 99.08% | 99.08% |
03/06/2024 | 2.57% | 0.55 CHF | 0.56 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 164,357 CHF | 56,216 CHF | 99.38% | 99.38% |
31/05/2024 | 3.55% | 0.54 CHF | 0.56 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 166,254 CHF | 57,418 CHF | 99.37% | 99.37% |