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 | 20.44% | 0.05 CHF | 0.06 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 26,648 CHF | 10,883 CHF | 98.97% | 98.97% |
12/06/2024 | 19.09% | 0.04 CHF | 0.05 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 28,795 CHF | 11,598 CHF | 99.26% | 99.26% |
11/06/2024 | 15.21% | 0.05 CHF | 0.06 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 36,572 CHF | 14,191 CHF | 99.23% | 99.23% |
10/06/2024 | 14.02% | 0.06 CHF | 0.07 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 40,035 CHF | 15,345 CHF | 99.17% | 99.17% |
07/06/2024 | 11.69% | 0.07 CHF | 0.08 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 49,005 CHF | 18,335 CHF | 99.26% | 99.26% |
05/06/2024 | 6.30% | 0.17 CHF | 0.18 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 69,315 CHF | 24,605 CHF | 99.23% | 99.23% |
04/06/2024 | 5.90% | 0.16 CHF | 0.17 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 74,120 CHF | 26,207 CHF | 99.27% | 99.27% |
03/06/2024 | 6.08% | 0.16 CHF | 0.17 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 71,808 CHF | 25,436 CHF | 99.27% | 99.27% |
31/05/2024 | 5.16% | 0.16 CHF | 0.17 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 85,093 CHF | 29,864 CHF | 98.89% | 98.89% |
30/05/2024 | 4.72% | 0.21 CHF | 0.22 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 93,309 CHF | 32,603 CHF | 99.27% | 99.27% |