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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/06/2024 | 79.94% | 0.01 CHF | 0.04 CHF | 194,650 | 50,000 | 177,058 | 50,000 | 3,345 CHF | 2,196 CHF | 75.52% | 75.52% |
12/06/2024 | 59.27% | 0.05 CHF | 0.07 CHF | 118,796 | 50,000 | 192,819 | 50,000 | 4,834 CHF | 2,431 CHF | 81.48% | 81.48% |
11/06/2024 | 97.31% | 0.01 CHF | 0.03 CHF | 230,494 | 50,000 | 221,216 | 42,433 | 2,574 CHF | 1,389 CHF | 93.03% | 93.03% |
10/06/2024 | 77.66% | 0.02 CHF | 0.04 CHF | 244,161 | 25,000 | 222,424 | 25,000 | 3,940 CHF | 992 CHF | 61.15% | 61.15% |
07/06/2024 | 40.74% | 0.04 CHF | 0.06 CHF | 163,959 | 25,000 | 151,491 | 24,813 | 6,355 CHF | 1,569 CHF | 99.18% | 99.18% |
05/06/2024 | 68.12% | 0.03 CHF | 0.05 CHF | 208,997 | 25,000 | 209,135 | 25,000 | 4,996 CHF | 1,211 CHF | 78.70% | 78.70% |
04/06/2024 | 64.77% | 0.02 CHF | 0.04 CHF | 205,848 | 25,000 | 204,287 | 25,000 | 4,693 CHF | 1,129 CHF | 79.77% | 79.77% |
03/06/2024 | 15.04% | 0.05 CHF | 0.07 CHF | 148,984 | 25,000 | 118,888 | 48,002 | 9,110 CHF | 4,338 CHF | 100.00% | 100.00% |
31/05/2024 | 15.93% | 0.08 CHF | 0.09 CHF | 116,843 | 50,000 | 130,276 | 50,000 | 9,062 CHF | 4,105 CHF | 99.12% | 99.12% |
30/05/2024 | 12.89% | 0.09 CHF | 0.10 CHF | 110,870 | 50,000 | 123,422 | 50,000 | 9,919 CHF | 4,577 CHF | 99.74% | 99.74% |