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 | 0.49% | 101.20 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,819 CHF | 508,319 CHF | 99.30% | 99.30% |
13/06/2024 | 0.49% | 100.95 % | 101.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,367 CHF | 506,867 CHF | 98.84% | 98.84% |
12/06/2024 | 0.49% | 100.75 % | 101.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,094 CHF | 506,594 CHF | 99.38% | 99.38% |
11/06/2024 | 0.49% | 100.95 % | 101.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,972 CHF | 506,472 CHF | 99.38% | 99.38% |
10/06/2024 | 0.49% | 100.95 % | 101.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,722 CHF | 507,222 CHF | 99.38% | 99.38% |
07/06/2024 | 0.49% | 101.45 % | 101.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,531 CHF | 507,031 CHF | 99.26% | 99.26% |
05/06/2024 | 0.49% | 102.45 % | 102.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,308 CHF | 513,808 CHF | 99.38% | 99.38% |
04/06/2024 | 0.49% | 102.45 % | 102.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,511 CHF | 514,011 CHF | 99.33% | 99.33% |
03/06/2024 | 0.49% | 102.25 % | 102.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,115 CHF | 513,615 CHF | 99.38% | 99.38% |
31/05/2024 | 0.49% | 101.70 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,861 CHF | 511,361 CHF | 99.02% | 99.02% |