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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/06/2024 | 108.18% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,301 CHF | 7,151 CHF | 99.06% | 99.06% |
13/06/2024 | 103.34% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,703 CHF | 7,351 CHF | 99.19% | 99.19% |
12/06/2024 | 98.63% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,154 CHF | 7,577 CHF | 98.70% | 98.70% |
11/06/2024 | 99.70% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,047 CHF | 7,524 CHF | 98.49% | 98.49% |
10/06/2024 | 82.78% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,114 CHF | 8,557 CHF | 99.01% | 99.01% |
07/06/2024 | 77.63% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,915 CHF | 8,957 CHF | 99.07% | 99.07% |
05/06/2024 | 99.66% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,092 CHF | 7,546 CHF | 98.88% | 98.88% |
04/06/2024 | 105.71% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,509 CHF | 7,254 CHF | 99.08% | 99.08% |
03/06/2024 | 102.61% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,765 CHF | 7,383 CHF | 99.23% | 99.23% |
31/05/2024 | 110.30% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,076 CHF | 7,038 CHF | 98.70% | 98.70% |