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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/06/2024 | 2.53% | 1.16 CHF | 1.19 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 29,255 CHF | 30,005 CHF | 99.67% | 99.67% |
13/06/2024 | 2.31% | 1.18 CHF | 1.21 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 32,065 CHF | 32,815 CHF | 97.42% | 97.42% |
12/06/2024 | 2.61% | 1.21 CHF | 1.24 CHF | 25,000 | 25,000 | 24,713 | 24,713 | 28,486 CHF | 29,235 CHF | 94.83% | 94.83% |
11/06/2024 | 2.35% | 1.09 CHF | 1.12 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 27,463 CHF | 28,116 CHF | 97.17% | 97.17% |
10/06/2024 | 2.73% | 1.09 CHF | 1.12 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 27,113 CHF | 27,863 CHF | 86.59% | 86.59% |
07/06/2024 | 2.66% | 1.10 CHF | 1.13 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 27,865 CHF | 28,615 CHF | 66.20% | 66.20% |
05/06/2024 | 2.83% | 1.05 CHF | 1.08 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 26,169 CHF | 26,919 CHF | 99.19% | 99.19% |
04/06/2024 | 2.97% | 0.99 CHF | 1.02 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 24,899 CHF | 25,649 CHF | 100.00% | 100.00% |
03/06/2024 | 2.81% | 1.07 CHF | 1.10 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 26,325 CHF | 27,075 CHF | 99.73% | 99.73% |
31/05/2024 | 3.05% | 0.99 CHF | 1.02 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 24,257 CHF | 25,007 CHF | 97.07% | 97.07% |