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% | 100.10 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,829 CHF | 503,329 CHF | 99.17% | 99.17% |
12/06/2024 | 0.50% | 100.05 % | 100.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,610 CHF | 502,110 CHF | 99.17% | 99.17% |
11/06/2024 | 0.50% | 100.15 % | 100.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,153 CHF | 501,653 CHF | 99.17% | 99.17% |
10/06/2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
07/06/2024 | 0.50% | 99.75 % | 100.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,646 CHF | 501,146 CHF | 99.16% | 99.16% |
05/06/2024 | 0.50% | 99.60 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,540 CHF | 499,040 CHF | 99.10% | 99.10% |
04/06/2024 | 0.50% | 98.80 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,086 CHF | 496,586 CHF | 99.15% | 99.15% |
03/06/2024 | 0.50% | 99.15 % | 99.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,741 CHF | 500,241 CHF | 99.16% | 99.16% |
31/05/2024 | 0.50% | 99.75 % | 100.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,078 CHF | 500,578 CHF | 31.79% | 31.79% |
30/05/2024 | 0.50% | 99.15 % | 99.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,001 CHF | 497,501 CHF | 99.36% | 99.36% |