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 | 1.53% | 0.65 CHF | 0.66 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 129,838 CHF | 131,838 CHF | 99.81% | 99.81% |
12/06/2024 | 1.55% | 0.61 CHF | 0.62 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 128,088 CHF | 130,088 CHF | 99.10% | 99.10% |
11/06/2024 | 1.57% | 0.62 CHF | 0.63 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 126,434 CHF | 128,434 CHF | 99.81% | 99.81% |
10/06/2024 | 1.60% | 0.61 CHF | 0.62 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 124,019 CHF | 126,019 CHF | 96.42% | 96.42% |
07/06/2024 | 1.62% | 0.61 CHF | 0.62 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 122,741 CHF | 124,741 CHF | 99.68% | 99.68% |
05/06/2024 | 1.59% | 0.61 CHF | 0.62 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 124,479 CHF | 126,479 CHF | 99.66% | 99.66% |
04/06/2024 | 1.84% | 0.57 CHF | 0.58 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 107,680 CHF | 109,680 CHF | 100.00% | 100.00% |
03/06/2024 | 1.74% | 0.58 CHF | 0.59 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 113,756 CHF | 115,756 CHF | 100.00% | 100.00% |
31/05/2024 | 1.82% | 0.57 CHF | 0.58 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 109,190 CHF | 111,190 CHF | 100.00% | 100.00% |
30/05/2024 | 1.98% | 0.53 CHF | 0.54 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 100,179 CHF | 102,179 CHF | 100.00% | 100.00% |