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 | 0.31% | 100.40 % | 100.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,003 CHF | 503,553 CHF | 99.28% | 99.28% |
12/06/2024 | 0.31% | 100.20 % | 100.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,061 CHF | 502,611 CHF | 100.00% | 100.00% |
11/06/2024 | 0.31% | 100.40 % | 100.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,695 CHF | 503,245 CHF | 100.00% | 100.00% |
10/06/2024 | 0.31% | 100.40 % | 100.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,692 CHF | 503,239 CHF | 100.00% | 100.00% |
07/06/2024 | 0.31% | 100.30 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,549 CHF | 503,091 CHF | 100.00% | 100.00% |
05/06/2024 | 0.31% | 100.40 % | 100.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,420 CHF | 502,968 CHF | 97.93% | 97.93% |
04/06/2024 | 0.31% | 100.10 % | 100.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,425 CHF | 501,971 CHF | 100.00% | 100.00% |
03/06/2024 | 0.31% | 100.20 % | 100.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,522 CHF | 503,066 CHF | 100.00% | 100.00% |
31/05/2024 | 0.31% | 100.40 % | 100.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,449 CHF | 502,992 CHF | 99.94% | 99.94% |
30/05/2024 | 0.31% | 100.30 % | 100.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,079 CHF | 502,624 CHF | 100.00% | 100.00% |