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 | 0.97% | 102.70 % | 103.70 % | 50,000 | 50,000 | 481,451 | 481,451 | 494,450 CHF | 499,265 CHF | 100.00% | 100.00% |
13/06/2024 | 0.97% | 102.70 % | 103.70 % | 50,000 | 50,000 | 481,182 | 481,182 | 494,174 CHF | 498,985 CHF | 99.26% | 99.26% |
12/06/2024 | 0.78% | 102.70 % | 103.50 % | 50,000 | 50,000 | 481,415 | 481,415 | 494,477 CHF | 498,329 CHF | 100.00% | 100.00% |
11/06/2024 | 0.93% | 102.70 % | 103.50 % | 50,000 | 50,000 | 481,451 | 481,451 | 494,058 CHF | 498,695 CHF | 100.00% | 100.00% |
10/06/2024 | 0.97% | 102.60 % | 103.60 % | 50,000 | 50,000 | 481,435 | 481,435 | 493,952 CHF | 498,767 CHF | 100.00% | 100.00% |
07/06/2024 | 0.78% | 102.70 % | 103.50 % | 50,000 | 50,000 | 481,442 | 481,442 | 494,332 CHF | 498,184 CHF | 100.00% | 100.00% |
05/06/2024 | 1.26% | 102.60 % | 103.90 % | 50,000 | 50,000 | 50,000 | 50,000 | 51,300 CHF | 51,950 CHF | 0.81% | 0.81% |
04/06/2024 | 0.78% | 102.50 % | 103.30 % | 50,000 | 50,000 | 481,371 | 481,371 | 493,406 CHF | 497,257 CHF | 100.00% | 100.00% |
03/06/2024 | 0.78% | 102.50 % | 103.30 % | 50,000 | 50,000 | 481,325 | 481,325 | 493,372 CHF | 497,222 CHF | 100.00% | 100.00% |
31/05/2024 | 0.78% | 102.40 % | 103.20 % | 50,000 | 50,000 | 481,385 | 481,385 | 492,958 CHF | 496,809 CHF | 99.94% | 99.94% |