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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/06/2024 | 1.00% | 99.80 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,317 CHF | 504,317 CHF | 100.00% | 100.00% |
24/06/2024 | 0.80% | 99.80 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,603 CHF | 502,603 CHF | 100.00% | 100.00% |
21/06/2024 | 0.80% | 99.80 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,711 CHF | 502,711 CHF | 100.00% | 100.00% |
20/06/2024 | 1.00% | 99.70 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,993 CHF | 502,993 CHF | 100.00% | 100.00% |
19/06/2024 | 1.00% | 99.50 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,548 CHF | 502,548 CHF | 98.38% | 98.38% |
18/06/2024 | 0.80% | 99.60 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,640 CHF | 501,640 CHF | 100.00% | 100.00% |
17/06/2024 | 0.80% | 99.50 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,838 CHF | 500,838 CHF | 100.00% | 100.00% |
14/06/2024 | 1.01% | 98.60 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,818 CHF | 497,818 CHF | 100.00% | 100.00% |
13/06/2024 | 1.01% | 98.80 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,267 CHF | 499,267 CHF | 99.28% | 99.28% |
12/06/2024 | 0.79% | 100.40 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,754 CHF | 505,754 CHF | 100.00% | 100.00% |