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 | 23.38% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 38,169 CHF | 24,085 CHF | 99.36% | 99.36% |
13/06/2024 | 16.19% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 57,287 CHF | 33,644 CHF | 97.30% | 97.30% |
12/06/2024 | 17.18% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 53,583 CHF | 31,791 CHF | 99.33% | 99.33% |
11/06/2024 | 20.01% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 45,597 CHF | 27,798 CHF | 98.03% | 98.03% |
10/06/2024 | 36.42% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 23,909 CHF | 16,955 CHF | 99.15% | 99.15% |
07/06/2024 | 38.04% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 21,717 CHF | 15,859 CHF | 99.35% | 99.35% |
05/06/2024 | 37.17% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 21,971 CHF | 15,986 CHF | 94.43% | 94.43% |
04/06/2024 | 34.95% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 23,723 CHF | 16,862 CHF | 99.23% | 99.23% |
03/06/2024 | 37.35% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 21,889 CHF | 15,944 CHF | 89.84% | 89.84% |
31/05/2024 | 57.65% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 12,422 CHF | 11,211 CHF | 97.67% | 97.67% |