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 | 1.05% | 1.30 CHF | 1.31 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 712,149 CHF | 35,983 CHF | 98.97% | 98.97% |
12/06/2024 | 1.18% | 1.33 CHF | 1.35 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 632,633 CHF | 32,007 CHF | 99.27% | 99.27% |
11/06/2024 | 1.25% | 1.19 CHF | 1.21 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 597,593 CHF | 30,255 CHF | 99.23% | 99.23% |
10/06/2024 | 1.26% | 1.19 CHF | 1.21 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 589,441 CHF | 29,847 CHF | 99.17% | 99.17% |
07/06/2024 | 1.22% | 1.20 CHF | 1.21 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 612,347 CHF | 30,992 CHF | 99.26% | 99.26% |
05/06/2024 | 1.32% | 1.14 CHF | 1.15 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 566,649 CHF | 28,708 CHF | 99.23% | 99.23% |
04/06/2024 | 1.39% | 1.07 CHF | 1.09 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 536,548 CHF | 27,202 CHF | 99.27% | 99.27% |
03/06/2024 | 1.30% | 1.17 CHF | 1.18 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 571,463 CHF | 28,948 CHF | 98.64% | 98.64% |
31/05/2024 | 1.43% | 1.06 CHF | 1.07 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 519,592 CHF | 26,355 CHF | 98.86% | 98.86% |
30/05/2024 | 1.33% | 1.10 CHF | 1.12 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 561,037 CHF | 28,427 CHF | 99.27% | 99.27% |