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 | 0.52% | 96.00 % | 96.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,877 CHF | 485,377 CHF | 99.16% | 99.16% |
12/06/2024 | 0.52% | 97.00 % | 97.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,542 CHF | 486,042 CHF | 99.37% | 99.37% |
11/06/2024 | 0.52% | 96.55 % | 97.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,026 CHF | 486,526 CHF | 99.38% | 99.38% |
10/06/2024 | 0.52% | 96.75 % | 97.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,874 CHF | 486,374 CHF | 99.38% | 99.38% |
07/06/2024 | 0.51% | 97.00 % | 97.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,863 CHF | 487,363 CHF | 99.15% | 99.15% |
05/06/2024 | 0.51% | 97.40 % | 97.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,557 CHF | 488,057 CHF | 99.35% | 99.35% |
04/06/2024 | 0.52% | 96.70 % | 97.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,666 CHF | 486,166 CHF | 98.94% | 98.94% |
03/06/2024 | 0.51% | 96.85 % | 97.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,323 CHF | 487,823 CHF | 99.38% | 99.38% |
31/05/2024 | 0.51% | 96.75 % | 97.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,414 CHF | 487,914 CHF | 99.38% | 99.38% |
30/05/2024 | 0.51% | 97.25 % | 97.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,578 CHF | 492,078 CHF | 99.36% | 99.36% |