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 | 1.64% | 0.58 CHF | 0.59 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 30,199 CHF | 30,699 CHF | 100.00% | 100.00% |
12/06/2024 | 1.63% | 0.63 CHF | 0.64 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 30,513 CHF | 31,013 CHF | 100.00% | 100.00% |
11/06/2024 | 1.61% | 0.60 CHF | 0.61 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 30,799 CHF | 31,299 CHF | 100.00% | 100.00% |
10/06/2024 | 1.60% | 0.62 CHF | 0.63 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 30,999 CHF | 31,499 CHF | 99.66% | 99.66% |
07/06/2024 | 1.58% | 0.63 CHF | 0.64 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 31,352 CHF | 31,852 CHF | 100.00% | 100.00% |
05/06/2024 | 1.56% | 0.65 CHF | 0.66 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 31,894 CHF | 32,394 CHF | 100.00% | 100.00% |
04/06/2024 | 1.60% | 0.62 CHF | 0.63 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 31,031 CHF | 31,531 CHF | 100.00% | 100.00% |
03/06/2024 | 1.56% | 0.62 CHF | 0.63 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 31,742 CHF | 32,242 CHF | 100.00% | 100.00% |
31/05/2024 | 1.56% | 0.62 CHF | 0.63 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 31,716 CHF | 32,216 CHF | 100.00% | 100.00% |
30/05/2024 | 1.46% | 0.64 CHF | 0.65 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 33,966 CHF | 34,466 CHF | 100.00% | 100.00% |