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 | 165.69% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,041 CHF | 5,521 CHF | 99.32% | 99.32% |
13/06/2024 | 52.86% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 15,489 CHF | 12,744 CHF | 97.30% | 97.30% |
12/06/2024 | 42.22% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 19,259 CHF | 14,630 CHF | 99.44% | 99.44% |
11/06/2024 | 59.93% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 12,643 CHF | 11,321 CHF | 98.02% | 98.02% |
10/06/2024 | 152.42% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,983 CHF | 5,991 CHF | 99.15% | 99.15% |
07/06/2024 | 165.76% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,038 CHF | 5,519 CHF | 99.36% | 99.36% |
05/06/2024 | 163.39% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,140 CHF | 5,570 CHF | 94.50% | 94.50% |
04/06/2024 | 147.62% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,903 CHF | 5,952 CHF | 99.22% | 99.22% |
03/06/2024 | 160.41% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,307 CHF | 5,654 CHF | 89.76% | 89.76% |
31/05/2024 | 166.67% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000 CHF | 5,500 CHF | 97.64% | 97.64% |