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 | 1.56% | 0.63 CHF | 0.64 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 190,475 CHF | 64,492 CHF | 99.17% | 99.17% |
12/06/2024 | 1.57% | 0.68 CHF | 0.69 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 190,334 CHF | 64,445 CHF | 99.17% | 99.17% |
11/06/2024 | 1.64% | 0.60 CHF | 0.61 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 181,282 CHF | 61,427 CHF | 99.17% | 99.17% |
10/06/2024 | 1.59% | 0.62 CHF | 0.63 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 187,752 CHF | 63,584 CHF | 99.07% | 99.07% |
07/06/2024 | 1.49% | 0.68 CHF | 0.69 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 200,467 CHF | 67,822 CHF | 98.95% | 98.95% |
05/06/2024 | 1.52% | 0.66 CHF | 0.67 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 196,010 CHF | 66,337 CHF | 99.17% | 99.17% |
04/06/2024 | 1.59% | 0.62 CHF | 0.63 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 187,711 CHF | 63,570 CHF | 98.61% | 98.61% |
03/06/2024 | 1.50% | 0.64 CHF | 0.65 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 198,152 CHF | 67,051 CHF | 99.16% | 99.16% |
31/05/2024 | 1.46% | 0.70 CHF | 0.71 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 204,082 CHF | 69,027 CHF | 99.16% | 99.16% |
30/05/2024 | 1.50% | 0.67 CHF | 0.68 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 198,859 CHF | 67,286 CHF | 99.16% | 99.16% |