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 | 2.51% | 0.38 CHF | 0.39 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 117,973 CHF | 40,324 CHF | 99.19% | 99.19% |
12/06/2024 | 2.47% | 0.42 CHF | 0.43 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 120,146 CHF | 41,049 CHF | 97.90% | 97.90% |
11/06/2024 | 2.59% | 0.38 CHF | 0.39 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 114,578 CHF | 39,193 CHF | 98.60% | 98.60% |
10/06/2024 | 2.25% | 0.44 CHF | 0.45 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 131,757 CHF | 44,919 CHF | 99.00% | 99.00% |
07/06/2024 | 2.07% | 0.48 CHF | 0.49 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 143,157 CHF | 48,719 CHF | 98.15% | 98.15% |
05/06/2024 | 2.34% | 0.44 CHF | 0.45 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 127,162 CHF | 43,387 CHF | 98.92% | 98.92% |
04/06/2024 | 2.39% | 0.39 CHF | 0.40 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 124,397 CHF | 42,466 CHF | 98.86% | 98.86% |
03/06/2024 | 2.37% | 0.40 CHF | 0.41 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 125,148 CHF | 42,716 CHF | 90.73% | 90.73% |
31/05/2024 | 2.59% | 0.39 CHF | 0.40 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 114,564 CHF | 39,188 CHF | 98.59% | 98.59% |
30/05/2024 | 2.66% | 0.37 CHF | 0.38 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 111,172 CHF | 38,057 CHF | 98.23% | 98.23% |