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 | 17.36% | 0.05 CHF | 0.06 CHF | 432,910 | 50,000 | 425,857 | 50,000 | 22,752 CHF | 3,184 CHF | 100.00% | 100.00% |
12/06/2024 | 17.62% | 0.06 CHF | 0.07 CHF | 381,015 | 50,000 | 424,858 | 49,540 | 22,787 CHF | 3,179 CHF | 90.22% | 90.22% |
11/06/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 440,718 | 50,000 | 440,718 | 50,000 | 22,036 CHF | 3,000 CHF | 100.00% | 100.00% |
10/06/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 444,405 | 50,000 | 444,405 | 50,000 | 22,220 CHF | 3,000 CHF | 51.69% | 51.69% |
07/06/2024 | 16.39% | 0.06 CHF | 0.07 CHF | 443,909 | 50,000 | 414,637 | 49,626 | 24,307 CHF | 3,422 CHF | 99.18% | 99.18% |
05/06/2024 | 18.56% | 0.05 CHF | 0.06 CHF | 444,724 | 50,000 | 449,375 | 50,000 | 22,539 CHF | 3,022 CHF | 99.43% | 99.43% |
04/06/2024 | 18.59% | 0.05 CHF | 0.06 CHF | 442,860 | 50,000 | 441,199 | 50,000 | 22,307 CHF | 3,049 CHF | 100.00% | 100.00% |
03/06/2024 | 13.97% | 0.06 CHF | 0.07 CHF | 392,753 | 50,000 | 390,592 | 50,000 | 26,901 CHF | 3,959 CHF | 100.00% | 100.00% |
31/05/2024 | 15.27% | 0.07 CHF | 0.08 CHF | 393,242 | 50,000 | 385,957 | 50,000 | 25,708 CHF | 3,879 CHF | 99.12% | 99.12% |
30/05/2024 | 13.35% | 0.07 CHF | 0.08 CHF | 359,199 | 50,000 | 374,545 | 50,000 | 26,218 CHF | 4,001 CHF | 99.74% | 99.74% |