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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/06/2024 | 13.11% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 710,340 | 367,670 | 50,631 CHF | 29,886 CHF | 99.27% | 99.27% |
13/06/2024 | 11.62% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 620,364 | 336,160 | 50,290 CHF | 30,890 CHF | 99.39% | 99.39% |
12/06/2024 | 7.76% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 413,977 | 413,977 | 51,291 CHF | 55,431 CHF | 99.39% | 99.39% |
11/06/2024 | 6.80% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 369,325 | 369,324 | 52,442 CHF | 56,135 CHF | 99.38% | 99.38% |
10/06/2024 | 6.61% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 358,182 | 358,182 | 52,420 CHF | 56,002 CHF | 97.20% | 97.20% |
07/06/2024 | 6.06% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 324,815 | 324,814 | 51,958 CHF | 55,206 CHF | 99.18% | 99.18% |
05/06/2024 | 5.54% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 52,676 CHF | 55,676 CHF | 99.25% | 99.25% |
04/06/2024 | 5.65% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 301,825 | 301,825 | 51,937 CHF | 54,955 CHF | 99.38% | 99.38% |
03/06/2024 | 5.07% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 270,232 | 270,232 | 51,887 CHF | 54,589 CHF | 99.38% | 99.38% |
31/05/2024 | 5.23% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 283,636 | 283,636 | 52,837 CHF | 55,673 CHF | 99.38% | 99.38% |