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 | 2.92% | 0.37 CHF | 0.38 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 152,540 CHF | 52,347 CHF | 99.41% | 99.41% |
13/06/2024 | 3.63% | 0.32 CHF | 0.33 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 122,406 CHF | 42,302 CHF | 97.34% | 97.34% |
12/06/2024 | 3.58% | 0.25 CHF | 0.26 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 123,634 CHF | 42,711 CHF | 99.41% | 99.41% |
11/06/2024 | 3.23% | 0.28 CHF | 0.29 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 137,595 CHF | 47,365 CHF | 95.77% | 95.77% |
10/06/2024 | 2.49% | 0.34 CHF | 0.35 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 179,365 CHF | 61,288 CHF | 99.19% | 99.19% |
07/06/2024 | 2.41% | 0.40 CHF | 0.41 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 184,524 CHF | 63,008 CHF | 98.56% | 98.56% |
05/06/2024 | 2.29% | 0.43 CHF | 0.44 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 194,344 CHF | 66,281 CHF | 95.31% | 95.31% |
04/06/2024 | 2.35% | 0.42 CHF | 0.43 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 189,665 CHF | 64,722 CHF | 99.20% | 99.20% |
03/06/2024 | 2.29% | 0.42 CHF | 0.43 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 194,231 CHF | 66,244 CHF | 89.30% | 89.30% |
31/05/2024 | 1.92% | 0.49 CHF | 0.50 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 232,616 CHF | 79,039 CHF | 97.56% | 97.56% |