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 | 0.55% | 1.93 CHF | 1.94 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 199,084 CHF | 200,185 CHF | 99.99% | 99.99% |
12/06/2024 | 0.57% | 2.05 CHF | 2.06 CHF | 100,000 | 100,000 | 99,345 | 99,345 | 204,200 CHF | 205,357 CHF | 94.32% | 94.32% |
11/06/2024 | 0.49% | 1.99 CHF | 2.00 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 202,916 CHF | 203,916 CHF | 99.21% | 99.21% |
10/06/2024 | 0.49% | 2.03 CHF | 2.04 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 204,596 CHF | 205,596 CHF | 99.49% | 99.49% |
07/06/2024 | 0.57% | 2.16 CHF | 2.17 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 210,410 CHF | 211,612 CHF | 96.70% | 96.70% |
05/06/2024 | 0.58% | 2.09 CHF | 2.10 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 207,462 CHF | 208,668 CHF | 99.59% | 99.59% |
04/06/2024 | 0.54% | 2.01 CHF | 2.02 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 205,850 CHF | 206,955 CHF | 100.00% | 100.00% |
03/06/2024 | 0.56% | 2.11 CHF | 2.13 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 216,908 CHF | 218,132 CHF | 100.00% | 100.00% |
31/05/2024 | 0.46% | 2.20 CHF | 2.21 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 217,088 CHF | 218,088 CHF | 98.98% | 98.98% |
30/05/2024 | 0.52% | 2.06 CHF | 2.07 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 208,348 CHF | 209,433 CHF | 99.76% | 99.76% |