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 | 2.29% | 0.43 CHF | 0.44 CHF | 750,000 | 250,000 | 731,890 | 243,963 | 315,537 CHF | 107,619 CHF | 99.42% | 99.42% |
12/06/2024 | 2.52% | 0.41 CHF | 0.42 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 294,138 CHF | 100,546 CHF | 99.46% | 99.46% |
11/06/2024 | 2.57% | 0.38 CHF | 0.39 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 287,640 CHF | 98,380 CHF | 99.33% | 99.33% |
10/06/2024 | 2.75% | 0.39 CHF | 0.40 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 269,690 CHF | 92,397 CHF | 99.56% | 99.56% |
07/06/2024 | 2.97% | 0.32 CHF | 0.33 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 248,923 CHF | 85,474 CHF | 99.55% | 99.55% |
05/06/2024 | 3.38% | 0.29 CHF | 0.30 CHF | 750,000 | 250,000 | 864,733 | 288,244 | 251,554 CHF | 86,734 CHF | 99.49% | 99.49% |
04/06/2024 | 3.29% | 0.30 CHF | 0.31 CHF | 750,000 | 250,000 | 763,319 | 254,440 | 228,025 CHF | 78,553 CHF | 99.13% | 99.13% |
03/06/2024 | 2.85% | 0.30 CHF | 0.31 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 259,970 CHF | 89,157 CHF | 93.34% | 93.34% |
31/05/2024 | 2.59% | 0.36 CHF | 0.37 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 285,889 CHF | 97,796 CHF | 95.54% | 95.54% |
30/05/2024 | 2.41% | 0.41 CHF | 0.42 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 307,774 CHF | 105,091 CHF | 99.54% | 99.54% |