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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/06/2024 | 0.29% | 104.10 % | 104.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 521,166 CHF | 522,666 CHF | 100.00% | 100.00% |
13/06/2024 | 0.29% | 104.50 % | 104.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 523,023 CHF | 524,523 CHF | 99.28% | 99.28% |
12/06/2024 | 0.29% | 105.00 % | 105.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 524,262 CHF | 525,762 CHF | 100.00% | 100.00% |
11/06/2024 | 0.44% | 104.80 % | 105.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 523,484 CHF | 525,768 CHF | 100.00% | 100.00% |
10/06/2024 | 0.48% | 104.40 % | 104.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 521,937 CHF | 524,437 CHF | 100.00% | 100.00% |
07/06/2024 | 0.29% | 104.60 % | 104.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 522,522 CHF | 524,022 CHF | 100.00% | 100.00% |
05/06/2024 | 0.29% | 104.20 % | 104.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 521,294 CHF | 522,794 CHF | 97.93% | 97.93% |
04/06/2024 | 0.29% | 104.00 % | 104.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,674 CHF | 522,174 CHF | 99.99% | 99.99% |
03/06/2024 | 0.29% | 104.30 % | 104.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 522,053 CHF | 523,553 CHF | 100.00% | 100.00% |
31/05/2024 | 0.29% | 104.50 % | 104.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 522,125 CHF | 523,625 CHF | 99.93% | 99.93% |