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 | 18.94% | 0.11 CHF | 0.13 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,669 CHF | 3,226 CHF | 100.00% | 100.00% |
13/06/2024 | 14.92% | 0.13 CHF | 0.15 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 3,535 CHF | 4,104 CHF | 99.52% | 99.52% |
12/06/2024 | 6.28% | 0.21 CHF | 0.22 CHF | 153,637 | 50,000 | 166,273 | 49,157 | 30,879 CHF | 9,738 CHF | 93.55% | 93.55% |
11/06/2024 | 5.93% | 0.18 CHF | 0.19 CHF | 176,082 | 50,000 | 171,963 | 50,000 | 30,710 CHF | 9,477 CHF | 100.00% | 100.00% |
10/06/2024 | 5.91% | 0.17 CHF | 0.18 CHF | 176,500 | 50,000 | 175,728 | 50,000 | 30,150 CHF | 9,101 CHF | 98.39% | 98.39% |
07/06/2024 | 7.44% | 0.17 CHF | 0.19 CHF | 178,025 | 50,000 | 176,653 | 49,626 | 29,985 CHF | 9,074 CHF | 99.18% | 99.18% |
05/06/2024 | 10.40% | 0.17 CHF | 0.18 CHF | 184,975 | 50,000 | 191,309 | 50,000 | 29,303 CHF | 8,499 CHF | 99.43% | 99.43% |
04/06/2024 | 7.61% | 0.16 CHF | 0.17 CHF | 185,529 | 50,000 | 188,198 | 50,000 | 29,742 CHF | 8,527 CHF | 100.00% | 100.00% |
03/06/2024 | 5.71% | 0.18 CHF | 0.19 CHF | 175,788 | 50,000 | 172,004 | 50,000 | 31,121 CHF | 9,578 CHF | 100.00% | 100.00% |
31/05/2024 | 6.58% | 0.18 CHF | 0.19 CHF | 173,485 | 50,000 | 174,254 | 50,000 | 30,510 CHF | 9,361 CHF | 99.08% | 99.08% |