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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/06/2024 | 22.14% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 40,206 CHF | 25,103 CHF | 99.64% | 99.64% |
13/06/2024 | 22.39% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 39,743 CHF | 24,871 CHF | 99.49% | 99.49% |
12/06/2024 | 18.99% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 48,010 CHF | 29,005 CHF | 99.58% | 99.58% |
11/06/2024 | 18.13% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 50,202 CHF | 30,101 CHF | 99.30% | 99.30% |
10/06/2024 | 16.05% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 57,680 CHF | 33,840 CHF | 99.60% | 99.60% |
07/06/2024 | 13.80% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 67,723 CHF | 38,862 CHF | 99.61% | 99.61% |
05/06/2024 | 11.74% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 80,184 CHF | 45,092 CHF | 99.53% | 99.53% |
04/06/2024 | 11.61% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 81,218 CHF | 45,609 CHF | 99.13% | 99.13% |
03/06/2024 | 13.41% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 69,831 CHF | 39,915 CHF | 93.36% | 93.36% |
31/05/2024 | 14.89% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 62,403 CHF | 36,202 CHF | 95.56% | 95.56% |