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 | 4.66% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 52,493 CHF | 54,993 CHF | 100.00% | 100.00% |
12/06/2024 | 4.82% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 251,302 | 251,302 | 50,887 CHF | 53,400 CHF | 100.00% | 100.00% |
11/06/2024 | 4.85% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 254,911 | 254,913 | 51,327 CHF | 53,877 CHF | 100.00% | 100.00% |
10/06/2024 | 4.65% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 250,599 | 250,599 | 52,623 CHF | 55,129 CHF | 97.77% | 97.77% |
07/06/2024 | 5.07% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 268,436 | 268,435 | 51,574 CHF | 54,258 CHF | 99.77% | 99.77% |
05/06/2024 | 5.74% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 301,827 | 301,827 | 51,119 CHF | 54,137 CHF | 99.85% | 99.85% |
04/06/2024 | 5.78% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 305,477 | 305,477 | 51,283 CHF | 54,338 CHF | 100.00% | 100.00% |
03/06/2024 | 6.31% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 341,036 | 341,036 | 52,383 CHF | 55,794 CHF | 100.00% | 100.00% |
31/05/2024 | 6.30% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 340,406 | 340,406 | 52,341 CHF | 55,745 CHF | 100.00% | 100.00% |
30/05/2024 | 6.97% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 377,517 | 377,518 | 52,310 CHF | 56,085 CHF | 99.28% | 99.28% |