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 | 7.11% | 1.01 CHF | 1.02 CHF | 50,000 | 25,000 | 57,827 | 9,064 | 56,387 CHF | 9,423 CHF | 99.68% | 99.68% |
12/06/2024 | 2.50% | 0.98 CHF | 0.99 CHF | 60,000 | 25,000 | 60,000 | 19,407 | 57,611 CHF | 19,123 CHF | 77.89% | 77.89% |
11/06/2024 | 2.68% | 0.96 CHF | 0.97 CHF | 60,000 | 25,000 | 60,000 | 19,864 | 56,935 CHF | 19,351 CHF | 96.41% | 96.41% |
10/06/2024 | 2.75% | 0.97 CHF | 0.98 CHF | 60,000 | 25,000 | 59,996 | 20,012 | 55,037 CHF | 18,917 CHF | 99.56% | 99.56% |
07/06/2024 | 2.83% | 0.88 CHF | 0.89 CHF | 60,000 | 25,000 | 60,000 | 20,022 | 52,733 CHF | 18,100 CHF | 99.67% | 99.67% |
05/06/2024 | 2.92% | 0.84 CHF | 0.85 CHF | 60,000 | 25,000 | 67,488 | 20,015 | 55,399 CHF | 16,943 CHF | 82.14% | 82.14% |
04/06/2024 | 3.00% | 0.84 CHF | 0.85 CHF | 60,000 | 25,000 | 64,178 | 20,009 | 53,468 CHF | 17,160 CHF | 99.67% | 99.67% |
03/06/2024 | 2.79% | 0.84 CHF | 0.85 CHF | 60,000 | 25,000 | 60,000 | 20,010 | 53,745 CHF | 18,364 CHF | 99.63% | 99.63% |
31/05/2024 | 2.69% | 0.93 CHF | 0.94 CHF | 60,000 | 25,000 | 60,000 | 15,626 | 56,242 CHF | 14,971 CHF | 99.68% | 99.68% |
30/05/2024 | 2.60% | 0.97 CHF | 0.98 CHF | 60,000 | 10,000 | 59,999 | 4,130 | 58,278 CHF | 4,097 CHF | 99.69% | 99.69% |