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 | 2.07% | 0.58 CHF | 0.59 CHF | 89,155 | 50,000 | 88,305 | 50,000 | 52,430 CHF | 30,321 CHF | 100.00% | 100.00% |
12/06/2024 | 2.09% | 0.63 CHF | 0.65 CHF | 87,047 | 50,000 | 89,434 | 49,435 | 51,556 CHF | 29,092 CHF | 73.39% | 73.39% |
11/06/2024 | 1.88% | 0.55 CHF | 0.57 CHF | 92,821 | 50,000 | 90,277 | 50,000 | 51,197 CHF | 28,896 CHF | 100.00% | 100.00% |
10/06/2024 | 2.45% | 0.57 CHF | 0.59 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 51,473 CHF | 29,305 CHF | 97.47% | 97.47% |
07/06/2024 | 2.36% | 0.61 CHF | 0.62 CHF | 88,743 | 50,000 | 87,012 | 49,626 | 53,139 CHF | 31,036 CHF | 99.18% | 99.18% |
05/06/2024 | 1.75% | 0.56 CHF | 0.57 CHF | 94,950 | 50,000 | 90,571 | 50,000 | 51,172 CHF | 28,755 CHF | 89.08% | 89.08% |
04/06/2024 | 1.75% | 0.57 CHF | 0.58 CHF | 94,081 | 50,000 | 90,444 | 50,000 | 51,219 CHF | 28,820 CHF | 84.60% | 84.60% |
03/06/2024 | 3.08% | 0.61 CHF | 0.62 CHF | 89,007 | 50,000 | 80,739 | 50,000 | 52,073 CHF | 33,274 CHF | 100.00% | 100.00% |
31/05/2024 | 2.91% | 0.65 CHF | 0.67 CHF | 80,000 | 50,000 | 83,265 | 50,000 | 52,669 CHF | 32,602 CHF | 80.92% | 80.92% |
30/05/2024 | 3.07% | 0.65 CHF | 0.67 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 51,345 CHF | 33,091 CHF | 99.74% | 99.74% |