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 | 1.29% | 0.93 CHF | 0.94 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 226,026 CHF | 50,878 CHF | 98.97% | 98.97% |
12/06/2024 | 1.41% | 0.95 CHF | 0.96 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 205,973 CHF | 46,422 CHF | 99.27% | 99.27% |
11/06/2024 | 1.47% | 0.87 CHF | 0.89 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 196,964 CHF | 44,420 CHF | 99.23% | 99.23% |
10/06/2024 | 1.49% | 0.87 CHF | 0.89 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 195,033 CHF | 43,991 CHF | 99.17% | 99.17% |
07/06/2024 | 1.45% | 0.88 CHF | 0.89 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 200,977 CHF | 45,312 CHF | 99.26% | 99.26% |
05/06/2024 | 1.53% | 0.85 CHF | 0.86 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 190,168 CHF | 42,910 CHF | 99.23% | 99.23% |
04/06/2024 | 1.58% | 0.81 CHF | 0.83 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 183,132 CHF | 41,346 CHF | 99.27% | 99.27% |
03/06/2024 | 1.51% | 0.87 CHF | 0.88 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 191,973 CHF | 43,311 CHF | 98.64% | 98.64% |
31/05/2024 | 1.62% | 0.81 CHF | 0.82 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 179,015 CHF | 40,431 CHF | 98.86% | 98.86% |
30/05/2024 | 1.53% | 0.83 CHF | 0.85 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 189,233 CHF | 42,702 CHF | 99.27% | 99.27% |