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 | 1.22% | 0.81 CHF | 0.82 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 57,001 CHF | 41,215 CHF | 100.00% | 100.00% |
12/06/2024 | 1.26% | 0.81 CHF | 0.82 CHF | 70,000 | 50,000 | 70,000 | 49,081 | 56,722 CHF | 40,276 CHF | 91.47% | 91.47% |
11/06/2024 | 1.27% | 0.78 CHF | 0.79 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 54,968 CHF | 39,763 CHF | 100.00% | 100.00% |
10/06/2024 | 1.24% | 0.82 CHF | 0.83 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 56,243 CHF | 40,673 CHF | 77.10% | 77.10% |
07/06/2024 | 1.23% | 0.84 CHF | 0.85 CHF | 60,000 | 50,000 | 67,612 | 49,625 | 55,571 CHF | 41,311 CHF | 99.18% | 99.18% |
05/06/2024 | 1.21% | 0.82 CHF | 0.83 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 57,364 CHF | 41,474 CHF | 99.43% | 99.43% |
04/06/2024 | 1.27% | 0.79 CHF | 0.80 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 54,659 CHF | 39,542 CHF | 100.00% | 100.00% |
03/06/2024 | 1.39% | 0.80 CHF | 0.81 CHF | 70,000 | 50,000 | 64,536 | 46,964 | 51,201 CHF | 37,797 CHF | 100.00% | 100.00% |
31/05/2024 | 2.48% | 0.83 CHF | 0.85 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 19,912 CHF | 20,412 CHF | 99.13% | 99.13% |
30/05/2024 | 2.52% | 0.79 CHF | 0.81 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 19,577 CHF | 20,077 CHF | 99.75% | 99.75% |