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 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,000 CHF | 3,750 CHF | 99.38% | 99.38% |
12/06/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,000 CHF | 3,750 CHF | 99.39% | 99.39% |
11/06/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,000 CHF | 3,750 CHF | 99.39% | 99.39% |
10/06/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 998,496 | 250,000 | 4,992 CHF | 3,750 CHF | 97.19% | 97.19% |
07/06/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 995,693 | 250,000 | 4,978 CHF | 3,750 CHF | 99.18% | 99.18% |
05/06/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,596 | 250,000 | 4,973 CHF | 3,750 CHF | 99.23% | 99.23% |
04/06/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 996,079 | 250,000 | 4,980 CHF | 3,750 CHF | 99.39% | 99.39% |
03/06/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,000 CHF | 3,750 CHF | 99.38% | 99.38% |
31/05/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,000 CHF | 3,750 CHF | 99.39% | 99.39% |
30/05/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,000 CHF | 3,750 CHF | 98.67% | 98.67% |