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 | 22.22% | 0.04 CHF | 0.05 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 20,000 CHF | 2,500 CHF | 100.00% | 100.00% |
12/06/2024 | 22.51% | 0.04 CHF | 0.05 CHF | 500,000 | 50,000 | 500,000 | 49,418 | 19,948 CHF | 2,471 CHF | 90.67% | 90.67% |
11/06/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 20,000 CHF | 2,500 CHF | 100.00% | 100.00% |
10/06/2024 | 21.46% | 0.04 CHF | 0.05 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 20,947 CHF | 2,595 CHF | 80.27% | 80.27% |
07/06/2024 | 19.73% | 0.05 CHF | 0.06 CHF | 500,000 | 50,000 | 492,885 | 49,626 | 23,125 CHF | 2,826 CHF | 99.18% | 99.18% |
05/06/2024 | 18.87% | 0.05 CHF | 0.06 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 24,151 CHF | 2,915 CHF | 99.43% | 99.43% |
04/06/2024 | 19.17% | 0.05 CHF | 0.06 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 23,780 CHF | 2,878 CHF | 100.00% | 100.00% |
03/06/2024 | 17.71% | 0.05 CHF | 0.06 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 25,851 CHF | 3,085 CHF | 100.00% | 100.00% |
31/05/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 25,000 CHF | 3,000 CHF | 99.13% | 99.13% |
30/05/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 25,000 CHF | 3,000 CHF | 99.74% | 99.74% |