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 | 1.56% | 0.64 CHF | 0.65 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 190,589 CHF | 64,530 CHF | 99.38% | 99.38% |
13/06/2024 | 1.41% | 0.67 CHF | 0.68 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 210,860 CHF | 71,287 CHF | 99.04% | 99.04% |
12/06/2024 | 1.26% | 0.82 CHF | 0.83 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 236,996 CHF | 79,999 CHF | 99.38% | 99.38% |
11/06/2024 | 1.28% | 0.78 CHF | 0.79 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 232,054 CHF | 78,351 CHF | 99.38% | 99.38% |
10/06/2024 | 1.31% | 0.76 CHF | 0.77 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 228,090 CHF | 77,030 CHF | 99.38% | 99.38% |
07/06/2024 | 1.31% | 0.76 CHF | 0.77 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 227,109 CHF | 76,703 CHF | 99.15% | 99.15% |
05/06/2024 | 1.37% | 0.75 CHF | 0.76 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 217,489 CHF | 73,496 CHF | 99.37% | 99.37% |
04/06/2024 | 1.35% | 0.73 CHF | 0.74 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 220,245 CHF | 74,415 CHF | 99.08% | 99.08% |
03/06/2024 | 1.84% | 0.77 CHF | 0.78 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 230,462 CHF | 78,251 CHF | 99.38% | 99.38% |
31/05/2024 | 2.55% | 0.76 CHF | 0.78 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 232,514 CHF | 79,505 CHF | 99.37% | 99.37% |