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 | 11.43% | 0.08 CHF | 0.09 CHF | 229,887 | 50,000 | 227,417 | 50,000 | 18,896 CHF | 4,664 CHF | 100.00% | 100.00% |
12/06/2024 | 11.11% | 0.11 CHF | 0.12 CHF | 201,522 | 50,000 | 223,265 | 50,000 | 19,371 CHF | 4,875 CHF | 81.76% | 81.76% |
11/06/2024 | 14.63% | 0.07 CHF | 0.08 CHF | 258,020 | 50,000 | 254,132 | 50,000 | 19,054 CHF | 4,341 CHF | 100.00% | 100.00% |
10/06/2024 | 12.12% | 0.08 CHF | 0.09 CHF | 256,944 | 50,000 | 251,643 | 50,000 | 20,311 CHF | 4,559 CHF | 98.21% | 98.21% |
07/06/2024 | 10.78% | 0.09 CHF | 0.10 CHF | 239,593 | 50,000 | 221,873 | 49,626 | 20,973 CHF | 5,225 CHF | 99.18% | 99.18% |
05/06/2024 | 13.03% | 0.09 CHF | 0.10 CHF | 242,778 | 50,000 | 245,577 | 50,000 | 19,692 CHF | 4,573 CHF | 99.23% | 99.23% |
04/06/2024 | 12.59% | 0.07 CHF | 0.08 CHF | 267,515 | 50,000 | 255,887 | 50,000 | 20,505 CHF | 4,549 CHF | 100.00% | 100.00% |
03/06/2024 | 9.16% | 0.10 CHF | 0.11 CHF | 206,740 | 50,000 | 195,020 | 50,000 | 22,318 CHF | 6,279 CHF | 100.00% | 100.00% |
31/05/2024 | 9.83% | 0.12 CHF | 0.13 CHF | 197,764 | 50,000 | 208,236 | 50,000 | 22,304 CHF | 5,918 CHF | 99.12% | 99.12% |
30/05/2024 | 8.49% | 0.12 CHF | 0.13 CHF | 188,248 | 50,000 | 196,045 | 50,000 | 22,219 CHF | 6,176 CHF | 99.74% | 99.74% |