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 | 1.34% | 0.76 CHF | 0.77 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 333,877 CHF | 112,792 CHF | 86.70% | 99.55% |
13/06/2024 | 1.32% | 0.74 CHF | 0.75 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 337,921 CHF | 114,140 CHF | 10.36% | 99.49% |
12/06/2024 | - | 0.81 CHF | - CHF | 450,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.16% |
11/06/2024 | - | 0.81 CHF | - CHF | 450,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.38% |
10/06/2024 | 1.27% | 0.78 CHF | 0.79 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 351,000 CHF | 118,500 CHF | 0.39% | 97.17% |
07/06/2024 | 1.28% | 0.80 CHF | 0.82 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 349,445 CHF | 117,982 CHF | 7.08% | 99.59% |
05/06/2024 | 1.31% | 0.77 CHF | 0.78 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 341,267 CHF | 115,256 CHF | 99.53% | 99.53% |
04/06/2024 | 1.34% | 0.75 CHF | 0.76 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 333,624 CHF | 112,708 CHF | 99.55% | 99.55% |
03/06/2024 | 1.47% | 0.75 CHF | 0.76 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 305,383 CHF | 103,294 CHF | 93.36% | 93.36% |
31/05/2024 | 1.50% | 0.70 CHF | 0.71 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 298,762 CHF | 101,087 CHF | 99.57% | 99.57% |