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 | 1.57% | 0.63 CHF | 0.64 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 142,205 CHF | 48,152 CHF | 99.17% | 99.17% |
12/06/2024 | 1.58% | 0.69 CHF | 0.70 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 141,929 CHF | 48,060 CHF | 99.17% | 99.17% |
11/06/2024 | 1.69% | 0.58 CHF | 0.59 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 132,409 CHF | 44,886 CHF | 99.17% | 99.17% |
10/06/2024 | 1.58% | 0.62 CHF | 0.63 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 141,590 CHF | 47,947 CHF | 99.07% | 99.07% |
07/06/2024 | 1.46% | 0.70 CHF | 0.71 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 153,227 CHF | 51,826 CHF | 98.95% | 98.95% |
05/06/2024 | 1.51% | 0.67 CHF | 0.68 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 148,268 CHF | 50,173 CHF | 99.17% | 99.17% |
04/06/2024 | 1.59% | 0.62 CHF | 0.63 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 140,314 CHF | 47,522 CHF | 98.62% | 98.62% |
03/06/2024 | 1.49% | 0.64 CHF | 0.65 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 150,129 CHF | 50,793 CHF | 99.17% | 99.17% |
31/05/2024 | 1.44% | 0.71 CHF | 0.72 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 155,291 CHF | 52,514 CHF | 99.17% | 99.17% |
30/05/2024 | 1.49% | 0.68 CHF | 0.69 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 150,174 CHF | 50,808 CHF | 99.16% | 99.16% |