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 | 1.18% | 82.95 % | 83.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 84,228 CHF | 85,228 CHF | 99.56% | 99.56% |
12/06/2024 | 1.16% | 85.00 % | 86.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 85,745 CHF | 86,745 CHF | 93.25% | 93.25% |
11/06/2024 | 1.14% | 86.85 % | 87.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 87,411 CHF | 88,411 CHF | 98.51% | 98.51% |
10/06/2024 | 1.14% | 87.55 % | 88.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 87,492 CHF | 88,492 CHF | 95.28% | 95.28% |
07/06/2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
05/06/2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
04/06/2024 | 1.18% | 84.20 % | 85.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 84,262 CHF | 85,262 CHF | 49.24% | 49.24% |
03/06/2024 | 1.22% | 84.20 % | 85.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 81,278 CHF | 82,278 CHF | 99.78% | 99.78% |
31/05/2024 | 1.28% | 78.40 % | 79.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 77,768 CHF | 78,768 CHF | 96.80% | 96.80% |
30/05/2024 | 1.28% | 77.75 % | 78.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 77,525 CHF | 78,525 CHF | 96.72% | 96.72% |