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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/06/2024 | 4.56% | 0.24 CHF | 0.25 CHF | 250,000 | 250,000 | 216,971 | 200,199 | 52,211 CHF | 50,331 CHF | 98.06% | 98.06% |
13/06/2024 | 4.24% | 0.25 CHF | 0.26 CHF | 250,000 | 250,000 | 195,857 | 64,127 | 53,964 CHF | 17,565 CHF | 95.47% | 95.47% |
12/06/2024 | 3.53% | 0.29 CHF | 0.30 CHF | 250,000 | 250,000 | 208,975 | 202,757 | 64,165 CHF | 64,456 CHF | 91.39% | 91.39% |
11/06/2024 | 4.38% | 0.31 CHF | 0.32 CHF | 250,000 | 250,000 | 168,929 | 128,394 | 56,979 CHF | 44,858 CHF | 88.91% | 88.91% |
10/06/2024 | 2.97% | 0.34 CHF | 0.35 CHF | 250,000 | 250,000 | 167,156 | 128,053 | 58,607 CHF | 46,207 CHF | 92.06% | 92.06% |
07/06/2024 | 2.95% | 0.35 CHF | 0.36 CHF | 250,000 | 250,000 | 171,432 | 132,147 | 59,413 CHF | 47,096 CHF | 99.61% | 99.61% |
05/06/2024 | 4.82% | 0.28 CHF | 0.29 CHF | 250,000 | 250,000 | 208,645 | 200,171 | 59,007 CHF | 59,323 CHF | 98.88% | 98.88% |
04/06/2024 | 4.23% | 0.28 CHF | 0.29 CHF | 250,000 | 250,000 | 208,561 | 200,146 | 58,167 CHF | 58,177 CHF | 99.61% | 99.61% |
03/06/2024 | 4.73% | 0.28 CHF | 0.29 CHF | 250,000 | 250,000 | 209,171 | 200,146 | 58,577 CHF | 58,736 CHF | 93.04% | 93.04% |
31/05/2024 | 4.07% | 0.26 CHF | 0.27 CHF | 250,000 | 250,000 | 206,168 | 195,892 | 56,035 CHF | 55,469 CHF | 91.72% | 91.72% |