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 | 4.32% | 0.23 CHF | 0.24 CHF | 175,000 | 175,000 | 174,997 | 175,000 | 39,650 CHF | 41,400 CHF | 99.00% | 99.00% |
12/06/2024 | 5.30% | 0.19 CHF | 0.20 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 36,742 CHF | 38,742 CHF | 99.55% | 99.55% |
11/06/2024 | 5.45% | 0.18 CHF | 0.19 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 35,734 CHF | 37,734 CHF | 99.52% | 99.52% |
10/06/2024 | 5.53% | 0.17 CHF | 0.18 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 35,205 CHF | 37,205 CHF | 99.59% | 99.59% |
07/06/2024 | 5.71% | 0.17 CHF | 0.18 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 34,007 CHF | 36,007 CHF | 99.54% | 99.54% |
05/06/2024 | 6.06% | 0.16 CHF | 0.17 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 36,033 CHF | 38,283 CHF | 99.51% | 99.56% |
04/06/2024 | 5.92% | 0.16 CHF | 0.17 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 36,933 CHF | 39,183 CHF | 99.56% | 99.56% |
03/06/2024 | 6.16% | 0.16 CHF | 0.17 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 35,455 CHF | 37,705 CHF | 99.53% | 99.53% |
31/05/2024 | 6.00% | 0.16 CHF | 0.17 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 36,381 CHF | 38,631 CHF | 99.48% | 99.48% |
30/05/2024 | 5.92% | 0.17 CHF | 0.18 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 32,796 CHF | 34,796 CHF | 99.57% | 99.57% |