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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/06/2024 | 20.78% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 998,380 | 290,568 | 43,335 CHF | 15,767 CHF | 99.12% | 99.12% |
14/06/2024 | 15.22% | 0.06 CHF | 0.07 CHF | 775,000 | 400,000 | 831,494 | 424,088 | 50,493 CHF | 30,011 CHF | 100.00% | 100.00% |
13/06/2024 | 20.60% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 285,975 | 43,857 CHF | 15,677 CHF | 100.00% | 100.00% |
12/06/2024 | 14.00% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 752,793 | 366,935 | 50,276 CHF | 28,618 CHF | 100.00% | 100.00% |
11/06/2024 | 14.35% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 785,004 | 402,527 | 50,739 CHF | 30,062 CHF | 100.00% | 100.00% |
10/06/2024 | 16.82% | 0.05 CHF | 0.06 CHF | 925,000 | 475,000 | 922,436 | 471,125 | 50,250 CHF | 30,387 CHF | 99.59% | 99.59% |
07/06/2024 | 15.22% | 0.08 CHF | 0.09 CHF | 725,000 | 375,000 | 845,152 | 431,721 | 51,347 CHF | 30,565 CHF | 100.00% | 100.00% |
05/06/2024 | 18.38% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 988,306 | 456,250 | 49,017 CHF | 27,444 CHF | 100.00% | 100.00% |
04/06/2024 | 19.46% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 997,175 | 324,771 | 46,345 CHF | 18,595 CHF | 100.00% | 100.00% |
03/06/2024 | 13.91% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 753,088 | 387,343 | 50,340 CHF | 29,783 CHF | 100.00% | 100.00% |