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 | 15.62% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 861,720 | 433,875 | 50,845 CHF | 29,931 CHF | 100.00% | 100.00% |
12/06/2024 | 15.76% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 868,088 | 445,371 | 50,715 CHF | 30,476 CHF | 100.00% | 100.00% |
11/06/2024 | 15.95% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 882,269 | 447,292 | 50,898 CHF | 30,264 CHF | 100.00% | 100.00% |
10/06/2024 | 15.34% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 845,062 | 423,385 | 50,858 CHF | 29,716 CHF | 97.75% | 97.75% |
07/06/2024 | 15.06% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 820,274 | 415,091 | 50,377 CHF | 29,654 CHF | 99.79% | 99.79% |
05/06/2024 | 15.40% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 849,784 | 432,450 | 50,902 CHF | 30,231 CHF | 99.82% | 99.82% |
04/06/2024 | 17.44% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 962,408 | 487,469 | 50,392 CHF | 30,415 CHF | 100.00% | 100.00% |
03/06/2024 | 16.78% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 928,128 | 476,043 | 50,681 CHF | 30,757 CHF | 100.00% | 100.00% |
31/05/2024 | 16.67% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 925,000 | 475,000 | 50,880 CHF | 30,878 CHF | 100.00% | 100.00% |
30/05/2024 | 16.69% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 924,077 | 472,071 | 50,776 CHF | 30,659 CHF | 99.28% | 99.28% |