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 | 3.74% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 200,683 | 200,684 | 52,711 CHF | 54,718 CHF | 99.38% | 99.38% |
12/06/2024 | 3.68% | 0.25 CHF | 0.26 CHF | 225,000 | 225,000 | 203,641 | 203,641 | 54,365 CHF | 56,401 CHF | 99.38% | 99.38% |
11/06/2024 | 3.61% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 54,376 CHF | 56,376 CHF | 99.39% | 99.39% |
10/06/2024 | 3.72% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 52,827 CHF | 54,827 CHF | 97.10% | 97.10% |
07/06/2024 | 4.02% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 216,642 | 216,642 | 52,795 CHF | 54,962 CHF | 99.17% | 99.17% |
05/06/2024 | 5.36% | 0.18 CHF | 0.19 CHF | 275,000 | 275,000 | 293,549 | 293,549 | 53,277 CHF | 56,213 CHF | 99.22% | 99.22% |
04/06/2024 | 4.93% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 255,407 | 255,407 | 50,486 CHF | 53,040 CHF | 99.37% | 99.37% |
03/06/2024 | 4.78% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 250,263 | 250,263 | 51,115 CHF | 53,618 CHF | 99.36% | 99.36% |
31/05/2024 | 4.29% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 233,346 | 233,346 | 53,192 CHF | 55,526 CHF | 99.38% | 99.38% |
30/05/2024 | 4.13% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 221,568 | 221,568 | 52,497 CHF | 54,712 CHF | 98.64% | 98.64% |