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 | 0.51% | 1.96 CHF | 1.97 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 391,177 CHF | 393,177 CHF | 99.81% | 99.81% |
12/06/2024 | 0.51% | 2.00 CHF | 2.01 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 393,810 CHF | 395,810 CHF | 99.10% | 99.10% |
11/06/2024 | 0.50% | 1.99 CHF | 2.00 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 396,158 CHF | 398,158 CHF | 99.81% | 99.81% |
10/06/2024 | 0.50% | 2.00 CHF | 2.01 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 399,539 CHF | 401,539 CHF | 96.42% | 96.42% |
07/06/2024 | 0.50% | 2.01 CHF | 2.02 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 401,784 CHF | 403,784 CHF | 99.67% | 99.67% |
05/06/2024 | 0.50% | 2.02 CHF | 2.03 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 401,893 CHF | 403,893 CHF | 99.67% | 99.67% |
04/06/2024 | 0.48% | 2.07 CHF | 2.08 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 419,289 CHF | 421,289 CHF | 100.00% | 100.00% |
03/06/2024 | 0.48% | 2.06 CHF | 2.07 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 414,147 CHF | 416,147 CHF | 100.00% | 100.00% |
31/05/2024 | 0.48% | 2.08 CHF | 2.09 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 420,037 CHF | 422,037 CHF | 100.00% | 100.00% |
30/05/2024 | 0.46% | 2.12 CHF | 2.13 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 429,747 CHF | 431,747 CHF | 100.00% | 100.00% |