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 | 11.53% | 0.09 CHF | 0.10 CHF | 625,000 | 325,000 | 617,267 | 317,413 | 50,493 CHF | 29,129 CHF | 99.39% | 99.39% |
12/06/2024 | 11.61% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 618,007 | 320,719 | 50,149 CHF | 29,230 CHF | 99.39% | 99.39% |
11/06/2024 | 11.39% | 0.09 CHF | 0.10 CHF | 625,000 | 325,000 | 611,278 | 311,015 | 50,653 CHF | 28,869 CHF | 99.38% | 99.38% |
10/06/2024 | 11.59% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 618,798 | 319,406 | 50,301 CHF | 29,150 CHF | 97.21% | 97.21% |
07/06/2024 | 11.45% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 611,011 | 312,738 | 50,317 CHF | 28,872 CHF | 99.18% | 99.18% |
05/06/2024 | 11.48% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 611,636 | 313,792 | 50,229 CHF | 28,898 CHF | 99.24% | 99.24% |
04/06/2024 | 10.34% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 559,803 | 349,219 | 51,363 CHF | 35,934 CHF | 99.39% | 99.39% |
03/06/2024 | 11.44% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 612,084 | 312,222 | 50,461 CHF | 28,850 CHF | 99.39% | 99.39% |
31/05/2024 | 10.53% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 575,123 | 301,069 | 51,723 CHF | 30,087 CHF | 99.39% | 99.39% |
30/05/2024 | 8.87% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 478,700 | 478,700 | 51,631 CHF | 56,418 CHF | 98.67% | 98.67% |