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 | 0.52% | 1.93 CHF | 1.94 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 577,806 CHF | 193,602 CHF | 98.60% | 98.60% |
14/06/2024 | 0.51% | 1.94 CHF | 1.95 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 585,337 CHF | 196,112 CHF | 99.23% | 99.23% |
13/06/2024 | 0.52% | 1.93 CHF | 1.94 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 574,085 CHF | 192,362 CHF | 94.71% | 94.71% |
12/06/2024 | 0.52% | 1.91 CHF | 1.92 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 574,786 CHF | 192,595 CHF | 96.17% | 96.17% |
11/06/2024 | 0.53% | 1.88 CHF | 1.89 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 562,262 CHF | 188,421 CHF | 97.99% | 97.99% |
10/06/2024 | 0.53% | 1.88 CHF | 1.89 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 566,767 CHF | 189,922 CHF | 98.41% | 98.41% |
07/06/2024 | 0.53% | 1.90 CHF | 1.91 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 569,857 CHF | 190,952 CHF | 97.93% | 97.93% |
05/06/2024 | 0.53% | 1.88 CHF | 1.89 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 564,512 CHF | 189,171 CHF | 93.89% | 93.89% |
04/06/2024 | 0.54% | 1.85 CHF | 1.86 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 556,121 CHF | 186,374 CHF | 99.24% | 99.24% |
03/06/2024 | 0.55% | 1.80 CHF | 1.81 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 541,704 CHF | 181,568 CHF | 92.31% | 92.31% |