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 | 1.06% | 95.10 % | 96.10 % | 500,000 | 500,000 | 148,942 | 148,942 | 141,555 CHF | 143,051 CHF | 99.27% | 99.27% |
12/06/2024 | 0.84% | 94.90 % | 95.70 % | 500,000 | 500,000 | 148,222 | 148,222 | 140,711 CHF | 141,900 CHF | 100.00% | 100.00% |
11/06/2024 | 1.02% | 94.80 % | 95.60 % | 500,000 | 500,000 | 148,356 | 148,356 | 140,976 CHF | 142,256 CHF | 100.00% | 100.00% |
10/06/2024 | 1.05% | 95.50 % | 96.50 % | 500,000 | 500,000 | 148,352 | 148,352 | 141,945 CHF | 143,432 CHF | 100.00% | 100.00% |
07/06/2024 | 1.05% | 96.40 % | 97.40 % | 500,000 | 500,000 | 148,344 | 148,344 | 142,798 CHF | 144,288 CHF | 99.99% | 99.99% |
05/06/2024 | 0.84% | 96.20 % | 97.00 % | 500,000 | 500,000 | 148,282 | 148,282 | 142,635 CHF | 143,830 CHF | 99.90% | 99.90% |
04/06/2024 | 0.84% | 96.80 % | 97.60 % | 500,000 | 500,000 | 148,323 | 148,323 | 143,470 CHF | 144,662 CHF | 100.00% | 100.00% |
03/06/2024 | 0.85% | 96.50 % | 97.30 % | 500,000 | 500,000 | 147,161 | 147,161 | 141,590 CHF | 142,772 CHF | 100.00% | 100.00% |
31/05/2024 | 0.84% | 95.60 % | 96.40 % | 500,000 | 500,000 | 148,180 | 148,180 | 141,363 CHF | 142,549 CHF | 99.94% | 99.94% |
30/05/2024 | 0.85% | 94.80 % | 95.60 % | 500,000 | 500,000 | 148,344 | 148,344 | 140,013 CHF | 141,200 CHF | 100.00% | 100.00% |