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 | 29.48% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 1,886,500 | 1,886,500 | 55,876 CHF | 74,787 CHF | 99.23% | 99.23% |
14/06/2024 | 29.82% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 1,657,960 | 1,657,960 | 47,995 CHF | 64,622 CHF | 100.00% | 100.00% |
13/06/2024 | 29.25% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 1,860,960 | 1,860,960 | 54,908 CHF | 73,571 CHF | 97.27% | 97.27% |
12/06/2024 | 28.97% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 1,774,510 | 1,774,510 | 53,235 CHF | 71,021 CHF | 99.96% | 99.96% |
11/06/2024 | 28.97% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 1,746,060 | 1,746,060 | 52,382 CHF | 69,883 CHF | 100.00% | 100.00% |
10/06/2024 | 28.97% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 1,768,290 | 1,768,290 | 53,049 CHF | 70,772 CHF | 99.78% | 99.78% |
07/06/2024 | 29.52% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 1,894,300 | 1,894,300 | 55,814 CHF | 74,803 CHF | 99.15% | 99.15% |
05/06/2024 | 33.03% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 1,939,690 | 1,939,690 | 50,821 CHF | 70,266 CHF | 99.72% | 99.72% |
04/06/2024 | 29.43% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 1,815,670 | 1,815,670 | 53,901 CHF | 72,184 CHF | 98.52% | 98.52% |
03/06/2024 | 28.93% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 1,729,790 | 1,729,790 | 52,005 CHF | 69,343 CHF | 99.94% | 99.94% |