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 | 13.25% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 720,832 | 372,916 | 50,792 CHF | 30,007 CHF | 100.00% | 100.00% |
12/06/2024 | 13.10% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 708,603 | 366,802 | 50,567 CHF | 29,847 CHF | 100.00% | 100.00% |
11/06/2024 | 12.93% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 701,407 | 363,204 | 50,730 CHF | 29,902 CHF | 100.00% | 100.00% |
10/06/2024 | 13.33% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 724,495 | 374,867 | 50,715 CHF | 29,989 CHF | 97.73% | 97.73% |
07/06/2024 | 13.33% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 725,000 | 375,000 | 50,750 CHF | 30,000 CHF | 99.78% | 99.78% |
05/06/2024 | 12.79% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 691,278 | 358,139 | 50,574 CHF | 29,784 CHF | 99.83% | 99.83% |
04/06/2024 | 11.41% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 611,190 | 311,190 | 50,511 CHF | 28,816 CHF | 100.00% | 100.00% |
03/06/2024 | 11.58% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 617,706 | 317,706 | 50,257 CHF | 29,015 CHF | 100.00% | 100.00% |
31/05/2024 | 11.31% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 607,842 | 307,842 | 50,723 CHF | 28,755 CHF | 100.00% | 100.00% |
30/05/2024 | 11.47% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 613,712 | 314,716 | 50,481 CHF | 29,021 CHF | 99.26% | 99.26% |