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 |
---|---|---|---|---|---|---|---|---|---|---|---|
05/06/2024 | 8.13% | 0.15 CHF | 0.16 CHF | 1,500,000 | 75,000 | 1,500,000 | 88,963 | 179,876 CHF | 11,411 CHF | 99.23% | 99.23% |
04/06/2024 | 7.42% | 0.12 CHF | 0.13 CHF | 1,500,000 | 100,000 | 1,500,000 | 86,513 | 197,374 CHF | 12,081 CHF | 99.27% | 99.27% |
03/06/2024 | 6.61% | 0.16 CHF | 0.17 CHF | 1,500,000 | 75,000 | 1,500,000 | 76,775 | 220,088 CHF | 12,010 CHF | 99.27% | 99.27% |
31/05/2024 | 9.60% | 0.12 CHF | 0.13 CHF | 1,500,000 | 100,000 | 1,500,000 | 100,000 | 149,847 CHF | 10,990 CHF | 98.88% | 98.88% |
30/05/2024 | 7.09% | 0.13 CHF | 0.14 CHF | 1,500,000 | 100,000 | 1,500,000 | 99,834 | 204,336 CHF | 14,597 CHF | 99.27% | 99.27% |
29/05/2024 | 6.70% | 0.15 CHF | 0.16 CHF | 1,500,000 | 75,000 | 1,500,000 | 94,706 | 216,859 CHF | 14,566 CHF | 99.26% | 99.26% |
28/05/2024 | 5.19% | 0.16 CHF | 0.17 CHF | 1,500,000 | 75,000 | 1,500,000 | 75,000 | 283,674 CHF | 14,934 CHF | 99.37% | 99.37% |
27/05/2024 | 7.88% | 0.12 CHF | 0.13 CHF | 1,500,000 | 75,000 | 1,133,830 | 76,002 | 138,183 CHF | 10,025 CHF | 99.36% | 99.36% |
24/05/2024 | 7.22% | 0.12 CHF | 0.13 CHF | 1,000,000 | 75,000 | 1,000,000 | 75,000 | 133,838 CHF | 10,788 CHF | 99.37% | 99.37% |
23/05/2024 | 5.56% | 0.16 CHF | 0.17 CHF | 1,000,000 | 75,000 | 1,000,000 | 75,000 | 175,369 CHF | 13,903 CHF | 99.27% | 99.27% |