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 | 12.19% | 0.10 CHF | 0.11 CHF | 500,000 | 250,000 | 484,493 | 200,195 | 50,208 CHF | 23,282 CHF | 98.07% | 98.07% |
13/06/2024 | 8.59% | 0.12 CHF | 0.13 CHF | 420,000 | 250,000 | 360,285 | 64,130 | 50,695 CHF | 8,934 CHF | 95.47% | 95.47% |
12/06/2024 | 5.66% | 0.15 CHF | 0.16 CHF | 340,000 | 250,000 | 289,434 | 202,545 | 50,885 CHF | 37,610 CHF | 91.58% | 91.58% |
11/06/2024 | 5.84% | 0.17 CHF | 0.18 CHF | 300,000 | 250,000 | 247,317 | 130,508 | 50,479 CHF | 27,668 CHF | 83.02% | 83.02% |
10/06/2024 | 6.00% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 236,916 | 128,052 | 50,909 CHF | 29,025 CHF | 92.06% | 92.06% |
07/06/2024 | 5.86% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 241,760 | 132,161 | 50,630 CHF | 29,164 CHF | 99.57% | 99.57% |
05/06/2024 | 7.12% | 0.14 CHF | 0.15 CHF | 360,000 | 250,000 | 343,930 | 200,168 | 50,879 CHF | 31,721 CHF | 98.88% | 98.88% |
04/06/2024 | 8.10% | 0.14 CHF | 0.15 CHF | 360,000 | 250,000 | 355,928 | 200,143 | 50,519 CHF | 30,811 CHF | 99.62% | 99.62% |
03/06/2024 | 7.72% | 0.14 CHF | 0.15 CHF | 360,000 | 250,000 | 347,781 | 200,148 | 50,781 CHF | 31,493 CHF | 93.06% | 93.06% |
31/05/2024 | 9.81% | 0.12 CHF | 0.13 CHF | 420,000 | 250,000 | 373,558 | 200,006 | 50,544 CHF | 29,847 CHF | 99.28% | 99.28% |