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 |
---|---|---|---|---|---|---|---|---|---|---|---|
27/06/2024 | 43.84% | 0.02 CHF | 0.03 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 26,824 CHF | 4,182 CHF | 99.27% | 99.27% |
26/06/2024 | 39.72% | 0.02 CHF | 0.03 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 30,698 CHF | 4,570 CHF | 99.27% | 99.27% |
25/06/2024 | 33.39% | 0.02 CHF | 0.03 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 37,472 CHF | 5,247 CHF | 99.27% | 99.27% |
24/06/2024 | 32.59% | 0.03 CHF | 0.04 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 38,718 CHF | 5,372 CHF | 72.89% | 72.89% |
21/06/2024 | 41.26% | 0.02 CHF | 0.03 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 29,001 CHF | 4,400 CHF | 99.27% | 99.27% |
20/06/2024 | 39.53% | 0.02 CHF | 0.03 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 30,723 CHF | 4,572 CHF | 98.97% | 98.97% |
19/06/2024 | 39.91% | 0.02 CHF | 0.03 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 30,208 CHF | 4,521 CHF | 99.27% | 99.27% |
18/06/2024 | 36.75% | 0.02 CHF | 0.03 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 33,718 CHF | 4,872 CHF | 99.13% | 99.13% |
17/06/2024 | 42.08% | 0.02 CHF | 0.03 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 28,378 CHF | 4,338 CHF | 98.86% | 98.86% |
14/06/2024 | 55.54% | 0.02 CHF | 0.03 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 19,731 CHF | 3,473 CHF | 99.23% | 99.23% |