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 | 0.20% | 100.30 % | 100.50 % | 500'000 | 500'000 | 499'548 | 499'548 | 501'046 CHF | 502'046 CHF | 100.00% | 100.00% |
12.06.2024 | 0.20% | 100.30 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'500 CHF | 502'500 CHF | 100.00% | 100.00% |
11.06.2024 | 0.20% | 100.30 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'500 CHF | 502'500 CHF | 100.00% | 100.00% |
10.06.2024 | 0.20% | 100.30 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'500 CHF | 502'500 CHF | 100.00% | 100.00% |
07.06.2024 | 0.20% | 100.30 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'500 CHF | 502'500 CHF | 100.00% | 100.00% |
05.06.2024 | 0.20% | 100.40 % | 100.60 % | 500'000 | 500'000 | 499'938 | 499'938 | 501'937 CHF | 502'937 CHF | 98.02% | 98.02% |
04.06.2024 | 0.20% | 100.40 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'000 CHF | 503'000 CHF | 100.00% | 100.00% |
03.06.2024 | 0.20% | 100.40 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'000 CHF | 503'000 CHF | 100.00% | 100.00% |
31.05.2024 | 0.20% | 100.40 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'000 CHF | 503'000 CHF | 99.94% | 99.94% |
30.05.2024 | 0.20% | 100.40 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'000 CHF | 503'000 CHF | 100.00% | 100.00% |