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 | 900,000 | 300,000 | 900,000 | 300,000 | 9,000 CHF | 6,000 CHF | 99.16% | 99.16% |
12/06/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 9,000 CHF | 6,000 CHF | 99.16% | 99.16% |
11/06/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 9,000 CHF | 6,000 CHF | 99.16% | 99.16% |
10/06/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 9,000 CHF | 6,000 CHF | 99.17% | 99.17% |
07/06/2024 | 42.98% | 0.02 CHF | 0.03 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 16,995 CHF | 8,665 CHF | 99.15% | 99.15% |
05/06/2024 | 64.32% | 0.01 CHF | 0.02 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 9,793 CHF | 6,264 CHF | 99.16% | 99.16% |
04/06/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 9,000 CHF | 6,000 CHF | 99.13% | 99.13% |
03/06/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 9,000 CHF | 6,000 CHF | 99.17% | 99.17% |
31/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 9,000 CHF | 6,000 CHF | 97.64% | 97.64% |
30/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 9,000 CHF | 6,000 CHF | 99.13% | 99.13% |