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 | 0.67% | 1.45 CHF | 1.46 CHF | 750,000 | 30,000 | 750,000 | 30,000 | 1,111,540 CHF | 44,762 CHF | 98.51% | 98.51% |
14/06/2024 | 0.68% | 1.49 CHF | 1.50 CHF | 750,000 | 30,000 | 750,000 | 30,000 | 1,098,910 CHF | 44,256 CHF | 99.16% | 99.16% |
13/06/2024 | 0.67% | 1.46 CHF | 1.47 CHF | 750,000 | 30,000 | 750,000 | 30,000 | 1,119,520 CHF | 45,081 CHF | 99.17% | 99.17% |
12/06/2024 | 0.67% | 1.51 CHF | 1.52 CHF | 750,000 | 30,000 | 750,000 | 30,000 | 1,113,590 CHF | 44,843 CHF | 99.16% | 99.16% |
11/06/2024 | 0.67% | 1.54 CHF | 1.55 CHF | 750,000 | 30,000 | 750,000 | 30,000 | 1,114,660 CHF | 44,886 CHF | 99.17% | 99.17% |
10/06/2024 | 0.69% | 1.46 CHF | 1.47 CHF | 750,000 | 30,000 | 750,000 | 30,000 | 1,079,050 CHF | 43,462 CHF | 99.16% | 99.16% |
07/06/2024 | 0.67% | 1.46 CHF | 1.47 CHF | 750,000 | 30,000 | 750,000 | 30,000 | 1,109,340 CHF | 44,674 CHF | 99.15% | 99.15% |
05/06/2024 | 0.70% | 1.45 CHF | 1.46 CHF | 750,000 | 30,000 | 750,000 | 30,594 | 1,062,830 CHF | 43,662 CHF | 99.16% | 99.16% |
04/06/2024 | 0.71% | 1.40 CHF | 1.41 CHF | 750,000 | 50,000 | 750,000 | 50,000 | 1,054,330 CHF | 70,789 CHF | 99.13% | 99.13% |
03/06/2024 | 0.69% | 1.37 CHF | 1.38 CHF | 750,000 | 50,000 | 750,000 | 50,000 | 1,079,910 CHF | 72,494 CHF | 99.17% | 99.17% |