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 | 2.36% | 0.41 CHF | 0.42 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 419,155 CHF | 64,373 CHF | 98.97% | 98.97% |
12/06/2024 | 2.40% | 0.45 CHF | 0.46 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 411,653 CHF | 63,248 CHF | 99.27% | 99.27% |
11/06/2024 | 2.56% | 0.40 CHF | 0.41 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 386,028 CHF | 59,404 CHF | 99.22% | 99.22% |
10/06/2024 | 2.58% | 0.38 CHF | 0.39 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 382,595 CHF | 58,889 CHF | 99.16% | 99.16% |
07/06/2024 | 2.73% | 0.37 CHF | 0.38 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 362,144 CHF | 55,822 CHF | 99.26% | 99.26% |
05/06/2024 | 3.41% | 0.28 CHF | 0.29 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 288,192 CHF | 44,729 CHF | 99.23% | 99.23% |
04/06/2024 | 3.41% | 0.29 CHF | 0.30 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 288,367 CHF | 44,755 CHF | 99.27% | 99.27% |
03/06/2024 | 3.33% | 0.29 CHF | 0.30 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 295,092 CHF | 45,764 CHF | 99.27% | 99.27% |
31/05/2024 | 3.74% | 0.28 CHF | 0.29 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 262,869 CHF | 40,930 CHF | 98.89% | 98.89% |
30/05/2024 | 3.87% | 0.25 CHF | 0.26 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 253,468 CHF | 39,520 CHF | 99.27% | 99.27% |