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 | 1.47% | 0.71 CHF | 0.72 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 303,330 CHF | 102,610 CHF | 99.53% | 99.53% |
12/06/2024 | 1.61% | 0.64 CHF | 0.65 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 277,113 CHF | 93,871 CHF | 99.56% | 99.56% |
11/06/2024 | 1.79% | 0.59 CHF | 0.60 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 250,110 CHF | 84,870 CHF | 99.37% | 99.37% |
10/06/2024 | 1.83% | 0.54 CHF | 0.55 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 243,757 CHF | 82,753 CHF | 99.57% | 99.57% |
07/06/2024 | 1.91% | 0.53 CHF | 0.54 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 234,053 CHF | 79,518 CHF | 99.57% | 99.57% |
05/06/2024 | 1.76% | 0.57 CHF | 0.58 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 254,071 CHF | 86,190 CHF | 99.58% | 99.58% |
04/06/2024 | 1.57% | 0.62 CHF | 0.63 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 284,441 CHF | 96,314 CHF | 99.58% | 99.58% |
03/06/2024 | 1.34% | 0.69 CHF | 0.70 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 335,262 CHF | 113,254 CHF | 93.35% | 93.35% |
31/05/2024 | 1.17% | 0.84 CHF | 0.85 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 381,452 CHF | 128,651 CHF | 99.57% | 99.57% |
30/05/2024 | 1.16% | 0.84 CHF | 0.85 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 385,557 CHF | 130,019 CHF | 99.63% | 99.63% |