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 | 0.98% | 101.50 % | 102.50 % | 500,000 | 500,000 | 496,975 | 496,975 | 504,834 CHF | 509,816 CHF | 99.26% | 99.26% |
12/06/2024 | 0.78% | 101.70 % | 102.50 % | 500,000 | 500,000 | 499,094 | 499,094 | 507,794 CHF | 511,790 CHF | 100.00% | 100.00% |
11/06/2024 | 0.94% | 101.80 % | 102.60 % | 500,000 | 500,000 | 499,852 | 499,852 | 508,654 CHF | 513,438 CHF | 100.00% | 100.00% |
10/06/2024 | 0.98% | 101.70 % | 102.70 % | 500,000 | 500,000 | 498,086 | 498,086 | 506,854 CHF | 511,842 CHF | 64.53% | 64.53% |
07/06/2024 | 0.98% | 101.70 % | 102.70 % | 500,000 | 500,000 | 496,919 | 496,919 | 505,883 CHF | 510,865 CHF | 99.99% | 99.99% |
05/06/2024 | 0.79% | 102.20 % | 103.00 % | 500,000 | 500,000 | 493,796 | 493,796 | 504,641 CHF | 508,617 CHF | 100.00% | 100.00% |
04/06/2024 | 0.78% | 102.20 % | 103.00 % | 500,000 | 500,000 | 497,458 | 497,458 | 508,397 CHF | 512,387 CHF | 100.00% | 100.00% |
03/06/2024 | 0.78% | 102.10 % | 102.90 % | 500,000 | 500,000 | 499,874 | 499,874 | 510,156 CHF | 514,155 CHF | 100.00% | 100.00% |
31/05/2024 | 0.79% | 101.90 % | 102.70 % | 500,000 | 500,000 | 496,613 | 496,613 | 506,196 CHF | 510,183 CHF | 99.93% | 99.93% |
30/05/2024 | 0.78% | 101.80 % | 102.60 % | 500,000 | 500,000 | 498,979 | 498,979 | 508,120 CHF | 512,116 CHF | 100.00% | 100.00% |