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 | 21.91% | 0.05 CHF | 0.06 CHF | 750,000 | 250,000 | 748,172 | 249,391 | 30,508 CHF | 12,663 CHF | 99.36% | 99.36% |
14/06/2024 | 24.21% | 0.05 CHF | 0.06 CHF | 750,000 | 250,000 | 883,368 | 300,540 | 32,783 CHF | 14,116 CHF | 99.18% | 99.18% |
13/06/2024 | 28.69% | 0.03 CHF | 0.04 CHF | 1,000,000 | 400,000 | 987,206 | 387,206 | 29,725 CHF | 15,494 CHF | 99.57% | 99.57% |
12/06/2024 | 62.08% | 0.03 CHF | 0.04 CHF | 1,000,000 | 400,000 | 1,000,000 | 494,250 | 11,907 CHF | 10,748 CHF | 97.57% | 99.37% |
11/06/2024 | 60.78% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 498,958 | 12,239 CHF | 11,083 CHF | 99.10% | 99.10% |
10/06/2024 | 66.15% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,194 CHF | 10,097 CHF | 98.76% | 99.38% |
07/06/2024 | 53.35% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 14,994 CHF | 12,497 CHF | 96.95% | 99.40% |
05/06/2024 | 30.13% | 0.04 CHF | 0.05 CHF | 1,000,000 | 400,000 | 1,000,000 | 485,594 | 28,443 CHF | 18,572 CHF | 99.31% | 99.31% |
04/06/2024 | 32.79% | 0.04 CHF | 0.05 CHF | 1,000,000 | 400,000 | 1,000,000 | 479,271 | 26,846 CHF | 17,376 CHF | 99.31% | 99.31% |
03/06/2024 | 82.63% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,432 CHF | 8,716 CHF | 92.39% | 92.39% |