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 | 109.35% | 0.01 CHF | 0.02 CHF | 500,000 | 500,000 | 499,879 | 499,879 | 3,236 CHF | 10,999 CHF | 99.82% | 99.82% |
12/06/2024 | 79.36% | 0.01 CHF | 0.02 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 4,762 CHF | 11,000 CHF | 100.00% | 100.00% |
11/06/2024 | 93.33% | 0.01 CHF | 0.02 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 4,000 CHF | 11,000 CHF | 100.00% | 100.00% |
10/06/2024 | 106.05% | 0.01 CHF | 0.02 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 3,393 CHF | 11,000 CHF | 100.00% | 100.00% |
07/06/2024 | 93.33% | 0.01 CHF | 0.02 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 4,000 CHF | 11,000 CHF | 100.00% | 100.00% |
05/06/2024 | 93.33% | 0.01 CHF | 0.02 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 4,000 CHF | 11,000 CHF | 100.00% | 100.00% |
04/06/2024 | 72.94% | 0.01 CHF | 0.02 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 5,127 CHF | 11,000 CHF | 100.00% | 100.00% |
03/06/2024 | 53.14% | 0.01 CHF | 0.02 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 7,053 CHF | 12,108 CHF | 100.00% | 100.00% |
31/05/2024 | 32.07% | 0.03 CHF | 0.04 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 13,123 CHF | 18,123 CHF | 99.94% | 99.94% |
30/05/2024 | 28.12% | 0.03 CHF | 0.04 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 15,301 CHF | 20,301 CHF | 99.96% | 99.96% |