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 | 12.70% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 684,752 | 354,876 | 50,517 CHF | 29,730 CHF | 99.90% | 99.90% |
13/06/2024 | 12.06% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 644,021 | 334,510 | 50,191 CHF | 29,416 CHF | 100.00% | 100.00% |
12/06/2024 | 11.95% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 637,038 | 331,019 | 50,137 CHF | 29,363 CHF | 100.00% | 100.00% |
11/06/2024 | 11.17% | 0.09 CHF | 0.10 CHF | 625,000 | 325,000 | 602,866 | 302,866 | 50,947 CHF | 28,619 CHF | 100.00% | 100.00% |
10/06/2024 | 11.59% | 0.09 CHF | 0.10 CHF | 625,000 | 325,000 | 618,072 | 319,446 | 50,245 CHF | 29,155 CHF | 97.78% | 97.78% |
07/06/2024 | 11.17% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 602,592 | 302,592 | 50,932 CHF | 28,598 CHF | 99.77% | 99.77% |
05/06/2024 | 10.91% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 591,210 | 300,000 | 51,234 CHF | 29,010 CHF | 99.82% | 99.82% |
04/06/2024 | 11.07% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 596,107 | 303,907 | 50,874 CHF | 28,978 CHF | 100.00% | 100.00% |
03/06/2024 | 10.06% | 0.10 CHF | 0.11 CHF | 575,000 | 300,000 | 537,127 | 401,003 | 50,698 CHF | 42,317 CHF | 100.00% | 100.00% |
31/05/2024 | 9.10% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 487,519 | 487,519 | 51,179 CHF | 56,055 CHF | 100.00% | 100.00% |