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 | 0.89% | 1.07 CHF | 1.08 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 22,553 CHF | 22,753 CHF | 98.99% | 98.99% |
12/06/2024 | 0.69% | 1.41 CHF | 1.42 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 28,858 CHF | 29,058 CHF | 99.55% | 99.55% |
11/06/2024 | 0.63% | 1.58 CHF | 1.59 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 31,439 CHF | 31,639 CHF | 99.52% | 99.52% |
10/06/2024 | 0.63% | 1.66 CHF | 1.67 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 31,893 CHF | 32,093 CHF | 99.58% | 99.58% |
07/06/2024 | 0.59% | 1.68 CHF | 1.69 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 33,609 CHF | 33,809 CHF | 99.55% | 99.55% |
05/06/2024 | 0.56% | 1.76 CHF | 1.77 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 35,437 CHF | 35,637 CHF | 99.52% | 99.57% |
04/06/2024 | 0.57% | 1.76 CHF | 1.77 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 34,933 CHF | 35,133 CHF | 99.57% | 99.57% |
03/06/2024 | 0.54% | 1.82 CHF | 1.83 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 37,242 CHF | 37,442 CHF | 99.54% | 99.54% |
31/05/2024 | 0.55% | 1.81 CHF | 1.82 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 36,155 CHF | 36,355 CHF | 99.49% | 99.49% |
30/05/2024 | 0.56% | 1.76 CHF | 1.77 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 35,743 CHF | 35,943 CHF | 99.58% | 99.58% |