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 | 0.19% | 106.70 % | 106.90 % | 500,000 | 500,000 | 499,547 | 499,547 | 530,062 CHF | 531,062 CHF | 100.00% | 100.00% |
12/06/2024 | 0.38% | 104.90 % | 105.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 523,173 CHF | 525,173 CHF | 100.00% | 100.00% |
11/06/2024 | 0.23% | 103.90 % | 104.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,638 CHF | 518,853 CHF | 99.99% | 99.99% |
10/06/2024 | 0.19% | 103.30 % | 103.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,238 CHF | 519,238 CHF | 100.00% | 100.00% |
07/06/2024 | 0.19% | 105.00 % | 105.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 522,650 CHF | 523,650 CHF | 99.60% | 99.60% |
05/06/2024 | 0.39% | 101.50 % | 101.90 % | 500,000 | 500,000 | 499,939 | 499,939 | 508,796 CHF | 510,795 CHF | 99.32% | 99.32% |
04/06/2024 | 0.40% | 100.30 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,372 CHF | 503,372 CHF | 99.96% | 99.96% |
03/06/2024 | 0.40% | 98.80 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,772 CHF | 496,772 CHF | 100.00% | 100.00% |
31/05/2024 | 0.41% | 98.90 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,923 CHF | 489,923 CHF | 99.94% | 99.94% |
30/05/2024 | 0.41% | 97.10 % | 97.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,190 CHF | 485,190 CHF | 99.99% | 99.99% |