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 | 43.43% | 0.02 CHF | 0.03 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 10,101 CHF | 1,579 CHF | 91.51% | 91.51% |
12/06/2024 | 38.98% | 0.03 CHF | 0.05 CHF | 440,946 | 50,000 | 485,621 | 50,000 | 10,621 CHF | 1,636 CHF | 61.55% | 61.55% |
11/06/2024 | 40.24% | 0.01 CHF | 0.03 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 9,980 CHF | 1,500 CHF | 13.95% | 13.95% |
10/06/2024 | 38.93% | 0.02 CHF | 0.03 CHF | 500,000 | 50,000 | 483,917 | 50,000 | 10,177 CHF | 1,551 CHF | 37.62% | 37.62% |
07/06/2024 | 32.55% | 0.02 CHF | 0.04 CHF | 500,000 | 50,000 | 492,542 | 49,608 | 13,443 CHF | 1,858 CHF | 94.59% | 94.59% |
05/06/2024 | 35.51% | 0.03 CHF | 0.04 CHF | 500,000 | 50,000 | 499,814 | 50,000 | 12,943 CHF | 1,837 CHF | 96.79% | 96.79% |
04/06/2024 | 40.44% | 0.02 CHF | 0.03 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 10,583 CHF | 1,592 CHF | 97.00% | 97.00% |
03/06/2024 | 26.75% | 0.03 CHF | 0.04 CHF | 450,958 | 50,000 | 443,322 | 50,000 | 16,124 CHF | 2,377 CHF | 100.00% | 100.00% |
31/05/2024 | 30.31% | 0.04 CHF | 0.05 CHF | 455,534 | 50,000 | 448,487 | 50,000 | 14,181 CHF | 2,152 CHF | 99.12% | 99.12% |
30/05/2024 | 22.23% | 0.04 CHF | 0.05 CHF | 391,986 | 50,000 | 405,506 | 50,000 | 16,222 CHF | 2,501 CHF | 99.74% | 99.74% |