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 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,000 CHF | 10,000 CHF | 99.51% | 99.51% |
12/06/2024 | 66.26% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,154 CHF | 10,077 CHF | 99.47% | 99.47% |
11/06/2024 | 66.12% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,206 CHF | 10,103 CHF | 99.10% | 99.10% |
10/06/2024 | 59.48% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 12,693 CHF | 11,347 CHF | 99.38% | 99.38% |
07/06/2024 | 40.12% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 19,955 CHF | 14,977 CHF | 99.33% | 99.33% |
05/06/2024 | 44.25% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 18,405 CHF | 14,202 CHF | 99.35% | 99.35% |
04/06/2024 | 44.59% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 18,279 CHF | 14,139 CHF | 99.32% | 99.32% |
03/06/2024 | 29.84% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 28,889 CHF | 19,444 CHF | 92.40% | 92.40% |
31/05/2024 | 39.59% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,361 CHF | 15,181 CHF | 99.37% | 99.37% |
30/05/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,000 CHF | 15,000 CHF | 99.41% | 99.41% |