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 | 0.50% | 85.20 % | 85.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 424,047 CHF | 426,170 CHF | 99.17% | 99.17% |
12/06/2024 | 0.47% | 84.25 % | 84.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 420,266 CHF | 422,266 CHF | 99.38% | 99.38% |
11/06/2024 | 0.48% | 83.65 % | 84.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 416,733 CHF | 418,733 CHF | 99.38% | 99.38% |
10/06/2024 | 0.48% | 83.15 % | 83.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 417,018 CHF | 419,018 CHF | 99.37% | 99.37% |
07/06/2024 | 0.48% | 84.15 % | 84.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 419,604 CHF | 421,604 CHF | 99.15% | 99.15% |
05/06/2024 | 0.48% | 82.25 % | 82.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 412,023 CHF | 414,023 CHF | 99.35% | 99.35% |
04/06/2024 | 0.49% | 81.50 % | 81.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 407,528 CHF | 409,528 CHF | 98.95% | 98.95% |
03/06/2024 | 0.49% | 80.60 % | 81.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 403,450 CHF | 405,450 CHF | 99.38% | 99.38% |
31/05/2024 | 0.50% | 80.75 % | 81.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 399,225 CHF | 401,225 CHF | 99.38% | 99.38% |
30/05/2024 | 0.50% | 79.55 % | 79.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 396,154 CHF | 398,154 CHF | 99.36% | 99.36% |