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% | 90.40 % | 90.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 451,721 CHF | 453,971 CHF | 99.17% | 99.17% |
12/06/2024 | 0.50% | 90.45 % | 90.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 452,698 CHF | 454,948 CHF | 99.38% | 99.38% |
11/06/2024 | 0.50% | 89.85 % | 90.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 448,499 CHF | 450,749 CHF | 99.38% | 99.38% |
10/06/2024 | 0.50% | 89.55 % | 90.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 448,903 CHF | 451,153 CHF | 99.38% | 99.38% |
07/06/2024 | 0.50% | 89.80 % | 90.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 450,475 CHF | 452,725 CHF | 99.15% | 99.15% |
05/06/2024 | 0.50% | 89.75 % | 90.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 447,505 CHF | 449,755 CHF | 99.38% | 99.38% |
04/06/2024 | 0.50% | 90.00 % | 90.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 450,207 CHF | 452,457 CHF | 98.95% | 98.95% |
03/06/2024 | 0.50% | 89.95 % | 90.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 451,142 CHF | 453,392 CHF | 99.38% | 99.38% |
31/05/2024 | 0.50% | 89.85 % | 90.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 449,009 CHF | 451,259 CHF | 99.38% | 99.38% |
30/05/2024 | 0.50% | 90.30 % | 90.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 451,211 CHF | 453,461 CHF | 99.36% | 99.36% |