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 | 16.26% | 0.06 CHF | 0.07 CHF | 900,000 | 300,000 | 883,755 | 294,585 | 50,461 CHF | 19,766 CHF | 99.49% | 99.49% |
12/06/2024 | 26.54% | 0.05 CHF | 0.06 CHF | 1,000,000 | 400,000 | 990,990 | 409,984 | 33,372 CHF | 17,748 CHF | 99.56% | 99.56% |
11/06/2024 | 27.91% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 452,259 | 31,041 CHF | 18,507 CHF | 99.30% | 99.30% |
10/06/2024 | 41.06% | 0.04 CHF | 0.05 CHF | 1,000,000 | 400,000 | 999,905 | 478,424 | 21,778 CHF | 14,802 CHF | 99.60% | 99.60% |
07/06/2024 | 48.26% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 15,821 CHF | 12,911 CHF | 99.48% | 99.48% |
05/06/2024 | 78.09% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,975 CHF | 8,987 CHF | 99.50% | 99.50% |
04/06/2024 | 66.66% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,003 CHF | 10,001 CHF | 85.52% | 99.12% |
03/06/2024 | 34.10% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 26,618 CHF | 18,309 CHF | 93.34% | 93.34% |
31/05/2024 | 20.72% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 488,313 | 44,642 CHF | 26,620 CHF | 95.55% | 95.55% |
30/05/2024 | 15.38% | 0.06 CHF | 0.07 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 60,019 CHF | 28,008 CHF | 99.55% | 99.55% |