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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/06/2024 | - | 0.06 CHF | - CHF | 500,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 95.02% |
14/06/2024 | - | 0.05 CHF | - CHF | 500,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 94.29% |
13/06/2024 | - | 0.12 CHF | - CHF | 420,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.34% |
12/06/2024 | - | 0.21 CHF | - CHF | 240,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.97% |
11/06/2024 | - | 0.23 CHF | - CHF | 220,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.92% |
10/06/2024 | - | 0.33 CHF | - CHF | 200,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.54% |
07/06/2024 | - | 0.41 CHF | - CHF | 200,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.41% |
05/06/2024 | 4.13% | 0.22 CHF | 0.23 CHF | 230,000 | 200,000 | 216,251 | 200,000 | 51,230 CHF | 49,471 CHF | 98.87% | 98.87% |
04/06/2024 | 3.51% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 200,161 | 200,000 | 56,299 CHF | 58,259 CHF | 99.00% | 99.00% |
03/06/2024 | 2.71% | 0.36 CHF | 0.37 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 72,969 CHF | 74,969 CHF | 99.47% | 99.47% |