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 | 0.85% | 93.26 % | 94.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,467 CHF | 235,467 CHF | 100.00% | 100.00% |
12/06/2024 | 0.84% | 95.00 % | 95.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,199 CHF | 239,199 CHF | 100.00% | 100.00% |
11/06/2024 | 0.84% | 94.75 % | 95.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,122 CHF | 239,122 CHF | 100.00% | 100.00% |
10/06/2024 | 0.84% | 95.11 % | 95.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,390 CHF | 239,390 CHF | 100.00% | 100.00% |
07/06/2024 | 0.83% | 95.58 % | 96.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,929 CHF | 240,929 CHF | 100.00% | 100.00% |
05/06/2024 | 0.81% | 97.91 % | 98.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,680 CHF | 246,680 CHF | 100.00% | 100.00% |
04/06/2024 | 0.82% | 97.40 % | 98.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,217 CHF | 245,217 CHF | 100.00% | 100.00% |
03/06/2024 | 0.82% | 97.60 % | 98.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,207 CHF | 245,207 CHF | 100.00% | 100.00% |
31/05/2024 | 0.83% | 96.49 % | 97.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,693 CHF | 242,693 CHF | 100.00% | 100.00% |
30/05/2024 | 0.83% | 96.20 % | 97.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,185 CHF | 242,185 CHF | 99.99% | 99.99% |