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 | 0.76% | 98.96 % | 99.71 % | 202,000 | 200,000 | 202,000 | 200,000 | 199,899 CHF | 199,420 CHF | 100.00% | 100.00% |
12/06/2024 | 0.76% | 98.96 % | 99.71 % | 202,000 | 200,000 | 202,000 | 200,000 | 199,899 CHF | 199,420 CHF | 100.00% | 100.00% |
11/06/2024 | 0.76% | 98.96 % | 99.71 % | 202,000 | 200,000 | 202,000 | 200,000 | 199,899 CHF | 199,420 CHF | 100.00% | 100.00% |
10/06/2024 | 0.76% | 98.94 % | 99.69 % | 202,000 | 200,000 | 202,000 | 200,000 | 199,859 CHF | 199,380 CHF | 100.00% | 100.00% |
07/06/2024 | 0.76% | 98.92 % | 99.67 % | 202,000 | 200,000 | 202,000 | 200,000 | 199,818 CHF | 199,340 CHF | 100.00% | 100.00% |
05/06/2024 | 0.76% | 98.91 % | 99.66 % | 202,000 | 200,000 | 202,000 | 200,000 | 199,798 CHF | 199,320 CHF | 100.00% | 100.00% |
04/06/2024 | 0.76% | 98.92 % | 99.67 % | 202,000 | 200,000 | 202,000 | 200,000 | 199,818 CHF | 199,340 CHF | 100.00% | 100.00% |
03/06/2024 | 0.76% | 98.89 % | 99.64 % | 202,000 | 200,000 | 202,000 | 200,000 | 199,758 CHF | 199,280 CHF | 100.00% | 100.00% |
31/05/2024 | 0.76% | 98.90 % | 99.65 % | 202,000 | 200,000 | 202,000 | 200,000 | 199,778 CHF | 199,300 CHF | 100.00% | 100.00% |
30/05/2024 | 0.76% | 98.90 % | 99.65 % | 202,000 | 200,000 | 202,000 | 200,000 | 199,778 CHF | 199,300 CHF | 100.00% | 100.00% |