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 | 1.25% | 0.83 CHF | 0.84 CHF | 310,000 | 310,000 | 138,925 | 138,925 | 113,036 CHF | 114,428 CHF | 99.58% | 99.58% |
12/06/2024 | 1.30% | 0.79 CHF | 0.80 CHF | 310,000 | 310,000 | 134,473 | 134,473 | 105,234 CHF | 106,581 CHF | 99.82% | 99.82% |
11/06/2024 | 1.34% | 0.77 CHF | 0.78 CHF | 300,000 | 300,000 | 132,474 | 132,474 | 101,005 CHF | 102,332 CHF | 99.80% | 99.80% |
10/06/2024 | 1.36% | 0.75 CHF | 0.76 CHF | 290,000 | 290,000 | 129,955 | 129,955 | 96,607 CHF | 97,909 CHF | 99.90% | 99.90% |
07/06/2024 | 1.39% | 0.74 CHF | 0.75 CHF | 290,000 | 290,000 | 129,490 | 129,490 | 95,007 CHF | 96,305 CHF | 99.82% | 99.82% |
05/06/2024 | 1.35% | 0.76 CHF | 0.77 CHF | 300,000 | 300,000 | 134,168 | 134,168 | 101,522 CHF | 102,866 CHF | 100.00% | 100.00% |
04/06/2024 | 1.29% | 0.78 CHF | 0.79 CHF | 300,000 | 300,000 | 134,391 | 134,391 | 105,420 CHF | 106,766 CHF | 99.82% | 99.82% |
03/06/2024 | 1.20% | 0.82 CHF | 0.83 CHF | 310,000 | 310,000 | 137,591 | 137,591 | 115,032 CHF | 116,411 CHF | 99.81% | 99.81% |
31/05/2024 | 1.13% | 0.90 CHF | 0.91 CHF | 320,000 | 320,000 | 143,250 | 143,250 | 128,945 CHF | 130,381 CHF | 99.70% | 99.70% |
30/05/2024 | 1.12% | 0.90 CHF | 0.91 CHF | 320,000 | 320,000 | 143,368 | 143,368 | 129,770 CHF | 131,206 CHF | 99.44% | 99.44% |