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 | 3.54% | 0.28 CHF | 0.29 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 125,127 CHF | 43,209 CHF | 99.17% | 99.17% |
12/06/2024 | 3.54% | 0.31 CHF | 0.32 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 125,439 CHF | 43,313 CHF | 99.17% | 99.17% |
11/06/2024 | 3.78% | 0.26 CHF | 0.27 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 116,911 CHF | 40,470 CHF | 99.17% | 99.17% |
10/06/2024 | 3.51% | 0.28 CHF | 0.29 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 125,946 CHF | 43,482 CHF | 99.07% | 99.07% |
07/06/2024 | 3.17% | 0.32 CHF | 0.33 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 139,762 CHF | 48,088 CHF | 98.95% | 98.95% |
05/06/2024 | 3.26% | 0.31 CHF | 0.32 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 135,945 CHF | 46,815 CHF | 99.17% | 99.17% |
04/06/2024 | 3.44% | 0.28 CHF | 0.29 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 128,594 CHF | 44,365 CHF | 98.62% | 98.62% |
03/06/2024 | 3.19% | 0.29 CHF | 0.30 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 138,767 CHF | 47,756 CHF | 99.17% | 99.17% |
31/05/2024 | 3.04% | 0.34 CHF | 0.35 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 145,918 CHF | 50,139 CHF | 99.17% | 99.17% |
30/05/2024 | 3.15% | 0.32 CHF | 0.33 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 140,876 CHF | 48,459 CHF | 99.16% | 99.16% |