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 | 3.77% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 51,986 CHF | 53,986 CHF | 99.81% | 99.81% |
12/06/2024 | 3.82% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 200,265 | 200,265 | 51,448 CHF | 53,450 CHF | 99.10% | 99.10% |
11/06/2024 | 3.88% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 200,313 | 200,313 | 50,705 CHF | 52,708 CHF | 99.81% | 99.81% |
10/06/2024 | 3.93% | 0.25 CHF | 0.26 CHF | 225,000 | 225,000 | 203,138 | 203,138 | 50,642 CHF | 52,673 CHF | 96.42% | 96.42% |
07/06/2024 | 3.99% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 209,610 | 209,610 | 51,498 CHF | 53,594 CHF | 99.68% | 99.68% |
05/06/2024 | 3.93% | 0.24 CHF | 0.25 CHF | 200,000 | 200,000 | 201,828 | 201,828 | 50,288 CHF | 52,306 CHF | 99.67% | 99.67% |
04/06/2024 | 4.43% | 0.23 CHF | 0.24 CHF | 250,000 | 250,000 | 248,161 | 248,161 | 54,782 CHF | 57,264 CHF | 100.00% | 100.00% |
03/06/2024 | 4.25% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 51,767 CHF | 54,017 CHF | 100.00% | 100.00% |
31/05/2024 | 4.39% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 242,677 | 242,678 | 54,090 CHF | 56,517 CHF | 99.99% | 99.99% |
30/05/2024 | 4.61% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 52,975 CHF | 55,475 CHF | 100.00% | 100.00% |