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 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,000 CHF | 5,000 CHF | 99.59% | 99.59% |
12/06/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,420 | 250,000 | 9,944 CHF | 5,000 CHF | 99.03% | 99.03% |
11/06/2024 | 66.30% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,240 | 250,000 | 10,032 CHF | 5,027 CHF | 99.80% | 99.80% |
10/06/2024 | 51.69% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 988,420 | 250,000 | 14,342 CHF | 6,123 CHF | 96.78% | 96.78% |
07/06/2024 | 60.95% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 11,716 CHF | 5,429 CHF | 99.78% | 99.78% |
05/06/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,000 CHF | 5,000 CHF | 99.80% | 99.80% |
04/06/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,000 CHF | 5,000 CHF | 100.00% | 100.00% |
03/06/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,000 CHF | 5,000 CHF | 100.00% | 100.00% |
31/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,000 CHF | 5,000 CHF | 100.00% | 100.00% |
30/05/2024 | 57.83% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 12,652 CHF | 5,663 CHF | 100.00% | 100.00% |