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 | 1.34% | 0.74 CHF | 0.75 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 147,725 CHF | 149,725 CHF | 99.81% | 99.81% |
12/06/2024 | 1.32% | 0.78 CHF | 0.79 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 150,255 CHF | 152,255 CHF | 99.10% | 99.10% |
11/06/2024 | 1.30% | 0.77 CHF | 0.78 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 152,703 CHF | 154,703 CHF | 99.81% | 99.81% |
10/06/2024 | 1.27% | 0.79 CHF | 0.80 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 155,906 CHF | 157,906 CHF | 96.42% | 96.42% |
07/06/2024 | 1.26% | 0.79 CHF | 0.80 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 158,212 CHF | 160,212 CHF | 99.68% | 99.68% |
05/06/2024 | 1.25% | 0.80 CHF | 0.81 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 158,382 CHF | 160,382 CHF | 99.66% | 99.66% |
04/06/2024 | 1.13% | 0.85 CHF | 0.86 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 175,837 CHF | 177,837 CHF | 100.00% | 100.00% |
03/06/2024 | 1.17% | 0.84 CHF | 0.85 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 170,581 CHF | 172,581 CHF | 100.00% | 100.00% |
31/05/2024 | 1.13% | 0.86 CHF | 0.87 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 176,390 CHF | 178,390 CHF | 100.00% | 100.00% |
30/05/2024 | 1.07% | 0.91 CHF | 0.92 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 186,219 CHF | 188,219 CHF | 100.00% | 100.00% |