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 | 42.08% | 0.02 CHF | 0.03 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 28,378 CHF | 4,338 CHF | 98.86% | 98.86% |
14/06/2024 | 55.54% | 0.02 CHF | 0.03 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 19,731 CHF | 3,473 CHF | 99.23% | 99.23% |
13/06/2024 | 60.05% | 0.01 CHF | 0.02 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 18,145 CHF | 3,314 CHF | 99.02% | 99.02% |
12/06/2024 | 62.87% | 0.02 CHF | 0.03 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 16,754 CHF | 3,175 CHF | 99.27% | 99.27% |
11/06/2024 | 57.25% | 0.01 CHF | 0.02 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 18,784 CHF | 3,378 CHF | 99.26% | 99.26% |
10/06/2024 | 64.27% | 0.01 CHF | 0.02 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 15,927 CHF | 3,093 CHF | 99.24% | 99.24% |
07/06/2024 | 47.62% | 0.02 CHF | 0.03 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 24,052 CHF | 3,905 CHF | 99.26% | 99.26% |
05/06/2024 | 44.71% | 0.02 CHF | 0.03 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 26,216 CHF | 4,122 CHF | 99.25% | 99.25% |
04/06/2024 | 50.66% | 0.02 CHF | 0.03 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 22,140 CHF | 3,714 CHF | 99.27% | 99.27% |
03/06/2024 | 41.28% | 0.02 CHF | 0.03 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 29,033 CHF | 4,403 CHF | 99.27% | 99.27% |