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 | 2.46% | 0.41 CHF | 0.42 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 241,395 CHF | 82,465 CHF | 99.52% | 99.52% |
12/06/2024 | 2.77% | 0.38 CHF | 0.39 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 214,150 CHF | 73,383 CHF | 99.49% | 99.49% |
11/06/2024 | 2.85% | 0.35 CHF | 0.36 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 207,770 CHF | 71,257 CHF | 99.28% | 99.28% |
10/06/2024 | 3.14% | 0.36 CHF | 0.37 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 189,180 CHF | 65,060 CHF | 99.56% | 99.56% |
07/06/2024 | 3.50% | 0.27 CHF | 0.28 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 168,748 CHF | 58,249 CHF | 99.61% | 99.61% |
05/06/2024 | 4.37% | 0.23 CHF | 0.24 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 134,568 CHF | 46,856 CHF | 99.55% | 99.55% |
04/06/2024 | 4.13% | 0.24 CHF | 0.25 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 142,463 CHF | 49,488 CHF | 99.11% | 99.11% |
03/06/2024 | 3.33% | 0.24 CHF | 0.25 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 178,159 CHF | 61,386 CHF | 93.22% | 93.22% |
31/05/2024 | 2.94% | 0.31 CHF | 0.32 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 201,436 CHF | 69,145 CHF | 95.54% | 95.54% |
30/05/2024 | 2.65% | 0.37 CHF | 0.38 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 223,503 CHF | 76,501 CHF | 99.55% | 99.55% |