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 | 28.34% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 994,924 | 256,840 | 30,666 CHF | 10,513 CHF | 99.39% | 99.39% |
12/06/2024 | 28.77% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 995,848 | 270,797 | 31,681 CHF | 11,599 CHF | 99.39% | 99.39% |
11/06/2024 | 31.04% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 996,454 | 250,000 | 27,428 CHF | 9,384 CHF | 99.39% | 99.39% |
10/06/2024 | 24.35% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 996,293 | 250,000 | 36,082 CHF | 11,553 CHF | 97.15% | 97.15% |
07/06/2024 | 16.77% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 852,747 | 360,868 | 47,102 CHF | 24,734 CHF | 99.15% | 99.15% |
05/06/2024 | 5.08% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 273,714 | 273,714 | 52,469 CHF | 55,206 CHF | 99.21% | 99.21% |
04/06/2024 | 6.30% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 341,633 | 341,633 | 52,561 CHF | 55,978 CHF | 99.38% | 99.38% |
03/06/2024 | 6.49% | 0.15 CHF | 0.16 CHF | 325,000 | 325,000 | 352,909 | 352,909 | 52,651 CHF | 56,180 CHF | 99.36% | 99.36% |
31/05/2024 | 8.71% | 0.13 CHF | 0.14 CHF | 425,000 | 425,000 | 464,986 | 464,986 | 51,133 CHF | 55,783 CHF | 99.38% | 99.38% |
30/05/2024 | 9.30% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 499,875 | 439,262 | 51,319 CHF | 50,234 CHF | 98.65% | 98.65% |