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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/06/2024 | 0.80% | 100.00 % | 100.80 % | 250,000 | 250,000 | 256,490 | 256,490 | 256,554 CHF | 258,606 CHF | 100.00% | 100.00% |
14/06/2024 | 0.80% | 99.40 % | 100.20 % | 250,000 | 250,000 | 443,502 | 443,502 | 440,943 CHF | 444,491 CHF | 100.00% | 100.00% |
13/06/2024 | 0.80% | 99.60 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,826 CHF | 501,826 CHF | 99.27% | 99.27% |
12/06/2024 | 0.79% | 100.30 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,403 CHF | 505,403 CHF | 100.00% | 100.00% |
11/06/2024 | 0.80% | 100.10 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,552 CHF | 502,552 CHF | 100.00% | 100.00% |
10/06/2024 | 0.80% | 99.60 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,918 CHF | 501,918 CHF | 100.00% | 100.00% |
07/06/2024 | 0.80% | 100.20 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,689 CHF | 504,689 CHF | 100.00% | 100.00% |
05/06/2024 | 0.80% | 100.10 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,495 CHF | 504,495 CHF | 99.80% | 99.80% |
04/06/2024 | 0.80% | 100.10 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,393 CHF | 504,393 CHF | 100.00% | 100.00% |
03/06/2024 | 0.79% | 100.20 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,582 CHF | 505,582 CHF | 100.00% | 100.00% |