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 |
---|---|---|---|---|---|---|---|---|---|---|---|
- | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | - | - |
17/06/2022 | 3.61% | 0.27 CHF | 0.28 CHF | 750,000 | 50,000 | 750,000 | 50,000 | 203,949 CHF | 14,097 CHF | 100.00% | 100.00% |
16/06/2022 | 3.46% | 0.28 CHF | 0.29 CHF | 750,000 | 50,000 | 750,000 | 50,000 | 212,978 CHF | 14,699 CHF | 100.00% | 100.00% |
15/06/2022 | 3.79% | 0.25 CHF | 0.26 CHF | 750,000 | 50,000 | 750,000 | 50,000 | 194,064 CHF | 13,438 CHF | 100.00% | 100.00% |
14/06/2022 | 3.83% | 0.26 CHF | 0.27 CHF | 750,000 | 50,000 | 750,000 | 50,000 | 192,178 CHF | 13,312 CHF | 100.00% | 100.00% |
13/06/2022 | 4.31% | 0.25 CHF | 0.26 CHF | 750,000 | 50,000 | 750,000 | 50,000 | 170,385 CHF | 11,859 CHF | 100.00% | 100.00% |
10/06/2022 | 5.67% | 0.20 CHF | 0.21 CHF | 750,000 | 50,000 | 750,000 | 50,000 | 129,119 CHF | 9,108 CHF | 100.00% | 100.00% |
09/06/2022 | 7.02% | 0.14 CHF | 0.15 CHF | 750,000 | 50,000 | 750,000 | 50,000 | 103,180 CHF | 7,379 CHF | 98.51% | 98.51% |
08/06/2022 | 6.94% | 0.14 CHF | 0.15 CHF | 750,000 | 50,000 | 448,614 | 50,000 | 60,866 CHF | 7,486 CHF | 100.00% | 100.00% |
07/06/2022 | 5.85% | 0.15 CHF | 0.16 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 37,371 CHF | 8,805 CHF | 99.97% | 99.97% |