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 |
---|---|---|---|---|---|---|---|---|---|---|---|
27/06/2024 | 0.90% | 1.09 CHF | 1.10 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 550,851 CHF | 111,170 CHF | 99.27% | 99.27% |
26/06/2024 | 0.89% | 1.10 CHF | 1.11 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 558,606 CHF | 112,721 CHF | 99.27% | 99.27% |
25/06/2024 | 0.87% | 1.13 CHF | 1.14 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 571,815 CHF | 115,363 CHF | 99.27% | 99.27% |
24/06/2024 | 0.88% | 1.14 CHF | 1.15 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 565,864 CHF | 114,173 CHF | 93.27% | 93.27% |
21/06/2024 | 0.89% | 1.14 CHF | 1.15 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 558,928 CHF | 112,786 CHF | 99.27% | 99.27% |
20/06/2024 | 0.88% | 1.14 CHF | 1.15 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 565,271 CHF | 114,054 CHF | 98.92% | 98.92% |
19/06/2024 | 0.90% | 1.13 CHF | 1.14 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 555,212 CHF | 112,042 CHF | 99.27% | 99.27% |
18/06/2024 | 0.91% | 1.11 CHF | 1.12 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 546,497 CHF | 110,299 CHF | 99.27% | 99.27% |
17/06/2024 | 0.93% | 1.07 CHF | 1.08 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 535,976 CHF | 108,195 CHF | 98.66% | 98.66% |
14/06/2024 | 0.95% | 1.04 CHF | 1.05 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 521,515 CHF | 105,303 CHF | 99.22% | 99.22% |