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 | 0,81% | 98,35 % | 99,15 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 728 CHF | 247 728 CHF | 100,00% | 100,00% |
12/06/2024 | 0,80% | 101,27 % | 102,08 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 510 CHF | 255 540 CHF | 100,00% | 100,00% |
11/06/2024 | 0,80% | 100,90 % | 101,71 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 947 CHF | 253 972 CHF | 100,00% | 100,00% |
10/06/2024 | 0,80% | 100,13 % | 100,93 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 581 CHF | 251 581 CHF | 100,00% | 100,00% |
07/06/2024 | 0,80% | 99,56 % | 100,36 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 871 CHF | 250 871 CHF | 100,00% | 100,00% |
05/06/2024 | 0,81% | 97,64 % | 98,44 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 608 CHF | 246 608 CHF | 100,00% | 100,00% |
04/06/2024 | 0,81% | 97,81 % | 98,61 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 487 CHF | 246 487 CHF | 100,00% | 100,00% |
03/06/2024 | 0,80% | 98,55 % | 99,35 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 801 CHF | 250 801 CHF | 100,00% | 100,00% |
31/05/2024 | 0,80% | 99,58 % | 100,38 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 328 CHF | 251 328 CHF | 100,00% | 100,00% |
30/05/2024 | 0,80% | 100,21 % | 101,01 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 437 CHF | 252 441 CHF | 100,00% | 100,00% |