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 | 3.71% | 0.27 CHF | 0.28 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 396,983 CHF | 54,931 CHF | 99.25% | 99.25% |
13/06/2024 | 3.30% | 0.29 CHF | 0.30 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 446,731 CHF | 61,564 CHF | 98.99% | 98.99% |
12/06/2024 | 3.33% | 0.32 CHF | 0.33 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 443,265 CHF | 61,102 CHF | 99.27% | 99.27% |
11/06/2024 | 3.52% | 0.29 CHF | 0.30 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 418,524 CHF | 57,803 CHF | 99.22% | 99.22% |
10/06/2024 | 3.53% | 0.27 CHF | 0.28 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 417,897 CHF | 57,720 CHF | 99.17% | 99.17% |
07/06/2024 | 3.68% | 0.27 CHF | 0.28 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 400,456 CHF | 55,394 CHF | 99.26% | 99.26% |
05/06/2024 | 4.49% | 0.21 CHF | 0.22 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 326,493 CHF | 45,532 CHF | 99.22% | 99.22% |
04/06/2024 | 4.59% | 0.21 CHF | 0.22 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 319,251 CHF | 44,567 CHF | 99.26% | 99.26% |
03/06/2024 | 4.46% | 0.22 CHF | 0.23 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 329,006 CHF | 45,867 CHF | 99.27% | 99.27% |
31/05/2024 | 4.98% | 0.21 CHF | 0.22 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 294,116 CHF | 41,215 CHF | 98.89% | 98.89% |