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 | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 15,000 CHF | 6,000 CHF | 99.17% | 99.17% |
12/06/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 15,000 CHF | 6,000 CHF | 99.17% | 99.17% |
11/06/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 15,000 CHF | 6,000 CHF | 99.17% | 99.17% |
10/06/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 15,000 CHF | 6,000 CHF | 99.07% | 99.07% |
07/06/2024 | - | - CHF | 0.01 CHF | 0 | 300,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.95% |
05/06/2024 | - | - CHF | 0.01 CHF | 0 | 300,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.17% |
04/06/2024 | - | - CHF | 0.01 CHF | 0 | 300,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.62% |
03/06/2024 | 66.67% | 0.01 CHF | 0.01 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 15,000 CHF | 6,000 CHF | 69.03% | 99.17% |
31/05/2024 | 66.48% | 0.01 CHF | 0.02 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 15,107 CHF | 6,021 CHF | 99.17% | 99.17% |
30/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 15,000 CHF | 6,000 CHF | 99.16% | 99.16% |