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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/06/2024 | 0.46% | 107.69 % | 108.19 % | 500,000 | 500,000 | 500,000 | 500,000 | 538,450 CHF | 540,950 CHF | 100.00% | 100.00% |
13/06/2024 | 0.46% | 107.68 % | 108.18 % | 500,000 | 500,000 | 500,000 | 500,000 | 538,400 CHF | 540,900 CHF | 100.00% | 100.00% |
12/06/2024 | 0.46% | 107.67 % | 108.17 % | 500,000 | 500,000 | 500,000 | 500,000 | 538,350 CHF | 540,850 CHF | 82.18% | 82.18% |
11/06/2024 | 0.46% | 107.66 % | 108.16 % | 500,000 | 500,000 | 500,000 | 500,000 | 538,300 CHF | 540,800 CHF | 100.00% | 100.00% |
10/06/2024 | 0.46% | 107.66 % | 108.16 % | 500,000 | 500,000 | 500,000 | 500,000 | 538,300 CHF | 540,800 CHF | 99.90% | 99.90% |
07/06/2024 | 0.46% | 107.65 % | 108.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 538,250 CHF | 540,750 CHF | 100.00% | 100.00% |
05/06/2024 | 0.46% | 107.63 % | 108.13 % | 500,000 | 500,000 | 500,000 | 500,000 | 538,150 CHF | 540,650 CHF | 100.00% | 100.00% |
04/06/2024 | 0.46% | 107.63 % | 108.13 % | 500,000 | 500,000 | 500,000 | 500,000 | 538,150 CHF | 540,650 CHF | 100.00% | 100.00% |
03/06/2024 | 0.46% | 107.62 % | 108.12 % | 500,000 | 500,000 | 500,000 | 500,000 | 538,100 CHF | 540,600 CHF | 100.00% | 100.00% |
31/05/2024 | 0.46% | 107.62 % | 108.12 % | 500,000 | 500,000 | 500,000 | 500,000 | 538,100 CHF | 540,600 CHF | 100.00% | 100.00% |