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 | 0.50% | 100.30 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,112 CHF | 503,612 CHF | 99.31% | 99.31% |
13/06/2024 | 0.50% | 99.95 % | 100.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,174 CHF | 501,674 CHF | 98.84% | 98.84% |
12/06/2024 | 0.50% | 99.95 % | 100.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,102 CHF | 502,602 CHF | 99.38% | 99.38% |
11/06/2024 | 0.50% | 100.20 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,774 CHF | 501,274 CHF | 99.38% | 99.38% |
10/06/2024 | 0.50% | 99.80 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,400 CHF | 499,900 CHF | 99.38% | 99.38% |
07/06/2024 | 0.50% | 99.65 % | 100.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,431 CHF | 502,931 CHF | 99.27% | 99.27% |
05/06/2024 | 0.50% | 100.70 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,460 CHF | 504,960 CHF | 99.37% | 99.37% |
04/06/2024 | 0.50% | 100.60 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,858 CHF | 503,358 CHF | 99.33% | 99.33% |
03/06/2024 | 0.50% | 100.15 % | 100.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,198 CHF | 503,698 CHF | 99.38% | 99.38% |
31/05/2024 | 0.50% | 100.05 % | 100.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,743 CHF | 498,243 CHF | 99.04% | 99.04% |