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 | 1.35% | 0.74 CHF | 0.75 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 220,540 CHF | 74,513 CHF | 99.23% | 99.23% |
12/06/2024 | 1.54% | 0.69 CHF | 0.70 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 194,076 CHF | 65,692 CHF | 99.23% | 99.23% |
11/06/2024 | 1.59% | 0.63 CHF | 0.64 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 187,761 CHF | 63,587 CHF | 98.91% | 98.91% |
10/06/2024 | 1.77% | 0.64 CHF | 0.65 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 168,723 CHF | 57,241 CHF | 99.23% | 99.23% |
07/06/2024 | 2.01% | 0.47 CHF | 0.48 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 147,771 CHF | 50,257 CHF | 98.35% | 98.35% |
05/06/2024 | 2.66% | 0.38 CHF | 0.39 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 111,487 CHF | 38,162 CHF | 99.01% | 99.01% |
04/06/2024 | 2.48% | 0.40 CHF | 0.41 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 119,621 CHF | 40,874 CHF | 98.11% | 98.11% |
03/06/2024 | 1.91% | 0.40 CHF | 0.41 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 156,874 CHF | 53,291 CHF | 92.81% | 92.81% |
31/05/2024 | 1.67% | 0.55 CHF | 0.56 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 179,030 CHF | 60,677 CHF | 91.53% | 91.53% |
30/05/2024 | 1.48% | 0.67 CHF | 0.68 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 201,666 CHF | 68,222 CHF | 98.81% | 98.81% |