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 | 8.66% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 110,888 CHF | 60,444 CHF | 98.33% | 98.33% |
13/06/2024 | 7.37% | 0.13 CHF | 0.14 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 130,737 CHF | 70,369 CHF | 99.35% | 99.35% |
12/06/2024 | 6.63% | 0.13 CHF | 0.14 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 146,569 CHF | 78,284 CHF | 99.60% | 99.60% |
11/06/2024 | 6.53% | 0.15 CHF | 0.16 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 148,315 CHF | 79,157 CHF | 91.54% | 91.54% |
10/06/2024 | 6.03% | 0.14 CHF | 0.15 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 162,546 CHF | 86,273 CHF | 98.45% | 98.45% |
07/06/2024 | 5.17% | 0.17 CHF | 0.18 CHF | 1,000,000 | 500,000 | 1,000,000 | 470,637 | 189,200 CHF | 93,393 CHF | 99.53% | 99.53% |
05/06/2024 | 6.75% | 0.17 CHF | 0.18 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 143,971 CHF | 76,986 CHF | 99.18% | 99.18% |
04/06/2024 | 6.64% | 0.13 CHF | 0.14 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 145,979 CHF | 77,990 CHF | 98.29% | 98.29% |
03/06/2024 | 7.36% | 0.17 CHF | 0.18 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 132,047 CHF | 71,024 CHF | 94.11% | 94.11% |
31/05/2024 | 5.30% | 0.16 CHF | 0.17 CHF | 1,000,000 | 500,000 | 1,000,000 | 495,665 | 183,856 CHF | 95,984 CHF | 99.28% | 99.28% |