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 | 1.12% | 0.87 CHF | 0.88 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 266,804 CHF | 89,935 CHF | 99.00% | 99.00% |
12/06/2024 | 1.13% | 0.93 CHF | 0.94 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 264,678 CHF | 89,226 CHF | 99.26% | 99.26% |
11/06/2024 | 1.17% | 0.87 CHF | 0.88 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 255,710 CHF | 86,237 CHF | 99.23% | 99.23% |
10/06/2024 | 1.18% | 0.84 CHF | 0.85 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 253,038 CHF | 85,346 CHF | 99.17% | 99.17% |
07/06/2024 | 1.22% | 0.83 CHF | 0.84 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 244,331 CHF | 82,444 CHF | 99.26% | 99.26% |
05/06/2024 | 1.40% | 0.69 CHF | 0.70 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 212,077 CHF | 71,692 CHF | 99.23% | 99.23% |
04/06/2024 | 1.42% | 0.70 CHF | 0.71 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 209,973 CHF | 70,991 CHF | 99.27% | 99.27% |
03/06/2024 | 1.40% | 0.71 CHF | 0.72 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 213,533 CHF | 72,178 CHF | 99.27% | 99.27% |
31/05/2024 | 1.48% | 0.70 CHF | 0.71 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 201,695 CHF | 68,232 CHF | 98.89% | 98.89% |
30/05/2024 | 1.52% | 0.65 CHF | 0.66 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 196,310 CHF | 66,437 CHF | 99.27% | 99.27% |