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 | - | 0.42 CHF | - CHF | 300,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.57% |
13/06/2024 | - | 0.40 CHF | - CHF | 300,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.55% |
12/06/2024 | - | 0.49 CHF | - CHF | 300,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.08% |
11/06/2024 | - | 0.50 CHF | - CHF | 300,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.38% |
10/06/2024 | - | 0.45 CHF | - CHF | 300,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.17% |
07/06/2024 | - | 0.49 CHF | - CHF | 300,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.57% |
05/06/2024 | 2.40% | 0.43 CHF | 0.44 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 123,689 CHF | 42,230 CHF | 64.81% | 99.47% |
04/06/2024 | 2.58% | 0.40 CHF | 0.41 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 115,118 CHF | 39,373 CHF | 99.57% | 99.57% |
03/06/2024 | 3.34% | 0.40 CHF | 0.41 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 89,727 CHF | 30,909 CHF | 93.36% | 93.36% |
31/05/2024 | 3.58% | 0.32 CHF | 0.33 CHF | 300,000 | 100,000 | 302,486 | 100,829 | 83,303 CHF | 28,776 CHF | 99.56% | 99.56% |