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 | 64.66% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,553 CHF | 10,277 CHF | 99.41% | 99.41% |
12/06/2024 | 69.51% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 9,484 CHF | 9,742 CHF | 99.60% | 99.60% |
11/06/2024 | 64.29% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,597 CHF | 10,299 CHF | 99.31% | 99.31% |
10/06/2024 | 56.58% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 12,750 CHF | 11,375 CHF | 99.59% | 99.59% |
07/06/2024 | 50.36% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 14,875 CHF | 12,438 CHF | 99.58% | 99.58% |
05/06/2024 | 38.93% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,700 CHF | 15,350 CHF | 99.54% | 99.54% |
04/06/2024 | 39.16% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,565 CHF | 15,282 CHF | 99.13% | 99.13% |
03/06/2024 | 47.95% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 15,942 CHF | 12,971 CHF | 93.34% | 93.34% |
31/05/2024 | 45.86% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 16,824 CHF | 13,412 CHF | 95.53% | 95.53% |
30/05/2024 | 55.30% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 13,135 CHF | 11,568 CHF | 99.56% | 99.56% |