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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/06/2024 | 1.57% | 0.63 CHF | 0.64 CHF | 300,000 | 100,000 | 361,561 | 120,520 | 226,861 CHF | 76,826 CHF | 98.88% | 98.88% |
14/06/2024 | 1.59% | 0.63 CHF | 0.64 CHF | 300,000 | 100,000 | 395,004 | 131,668 | 245,288 CHF | 83,079 CHF | 99.25% | 99.25% |
13/06/2024 | 1.44% | 0.67 CHF | 0.68 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 206,527 CHF | 69,842 CHF | 98.98% | 98.98% |
12/06/2024 | 1.45% | 0.72 CHF | 0.73 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 205,752 CHF | 69,584 CHF | 99.26% | 99.26% |
11/06/2024 | 1.51% | 0.67 CHF | 0.68 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 197,477 CHF | 66,826 CHF | 99.23% | 99.23% |
10/06/2024 | 1.52% | 0.65 CHF | 0.66 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 195,803 CHF | 66,268 CHF | 99.16% | 99.16% |
07/06/2024 | 1.58% | 0.64 CHF | 0.65 CHF | 300,000 | 100,000 | 379,145 | 126,382 | 237,078 CHF | 80,290 CHF | 99.26% | 99.26% |
05/06/2024 | 1.84% | 0.53 CHF | 0.54 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 242,186 CHF | 82,229 CHF | 99.23% | 99.23% |
04/06/2024 | 1.86% | 0.53 CHF | 0.54 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 239,750 CHF | 81,417 CHF | 99.27% | 99.27% |
03/06/2024 | 1.84% | 0.54 CHF | 0.55 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 242,926 CHF | 82,475 CHF | 99.27% | 99.27% |