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 |
---|---|---|---|---|---|---|---|---|---|---|---|
27/06/2024 | 0.84% | 94.80 % | 95.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,260 CHF | 239,260 CHF | 100.00% | 100.00% |
26/06/2024 | 0.84% | 94.18 % | 94.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,438 CHF | 238,438 CHF | 99.99% | 99.99% |
25/06/2024 | 0.84% | 94.47 % | 95.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,353 CHF | 239,353 CHF | 100.00% | 100.00% |
24/06/2024 | 0.82% | 98.13 % | 98.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,622 CHF | 245,622 CHF | 100.00% | 100.00% |
21/06/2024 | 0.82% | 97.34 % | 98.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,689 CHF | 245,689 CHF | 100.00% | 100.00% |
20/06/2024 | 0.82% | 97.88 % | 98.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,669 CHF | 245,669 CHF | 100.00% | 100.00% |
19/06/2024 | 0.82% | 97.34 % | 98.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,670 CHF | 245,670 CHF | 100.00% | 100.00% |
18/06/2024 | 0.82% | 97.62 % | 98.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,987 CHF | 245,987 CHF | 100.00% | 100.00% |
17/06/2024 | 0.82% | 97.33 % | 98.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,471 CHF | 244,471 CHF | 100.00% | 100.00% |
14/06/2024 | 0.82% | 97.13 % | 97.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,171 CHF | 246,171 CHF | 100.00% | 100.00% |