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 | 61.52% | 0.02 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,997,720 | 2,997,720 | 31,515 CHF | 59,262 CHF | 98.77% | 98.77% |
12/06/2024 | 40.05% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 30,000 CHF | 45,028 CHF | 100.00% | 100.00% |
11/06/2024 | 55.13% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 30,000 CHF | 53,509 CHF | 100.00% | 100.00% |
10/06/2024 | 40.00% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 30,000 CHF | 45,000 CHF | 100.00% | 100.00% |
07/06/2024 | 99.19% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 15,202 CHF | 45,010 CHF | 100.00% | 100.00% |
05/06/2024 | 40.00% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,999,760 | 2,999,760 | 29,998 CHF | 44,998 CHF | 100.00% | 100.00% |
04/06/2024 | 45.02% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 28,781 CHF | 45,079 CHF | 99.94% | 99.94% |
03/06/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 15,000 CHF | 45,000 CHF | 99.87% | 99.87% |
31/05/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 15,000 CHF | 45,000 CHF | 99.95% | 99.95% |
30/05/2024 | 90.06% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,997,590 | 2,997,590 | 17,488 CHF | 45,006 CHF | 100.00% | 100.00% |