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 | - | 0.69 CHF | - CHF | 450,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 91.15% |
12/06/2024 | - | 0.75 CHF | - CHF | 450,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 95.77% |
11/06/2024 | - | 0.50 CHF | - CHF | 450,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 91.27% |
10/06/2024 | - | 0.37 CHF | - CHF | 150,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.47% |
07/06/2024 | - | 0.37 CHF | - CHF | 150,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.50% |
05/06/2024 | - | 0.37 CHF | - CHF | 150,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.47% |
04/06/2024 | 2.89% | 0.35 CHF | 0.36 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 51,236 CHF | 52,736 CHF | 92.91% | 97.60% |
03/06/2024 | 2.95% | 0.35 CHF | 0.36 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 50,050 CHF | 51,550 CHF | 89.11% | 95.64% |
31/05/2024 | 3.21% | 0.30 CHF | 0.31 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 46,025 CHF | 47,525 CHF | 99.52% | 99.52% |
30/05/2024 | 3.28% | 0.31 CHF | 0.32 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 44,950 CHF | 46,450 CHF | 97.98% | 97.98% |