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 | 0,50% | 100,67 % | 101,17 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 423 CHF | 504 923 CHF | 100,00% | 100,00% |
26/06/2024 | 0,49% | 100,54 % | 101,04 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 878 CHF | 506 378 CHF | 99,83% | 99,83% |
25/06/2024 | 0,49% | 100,86 % | 101,36 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 665 CHF | 508 165 CHF | 99,78% | 99,78% |
24/06/2024 | 0,49% | 101,28 % | 101,78 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 648 CHF | 509 148 CHF | 100,00% | 100,00% |
21/06/2024 | 0,49% | 100,78 % | 101,28 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 303 CHF | 506 803 CHF | 100,00% | 100,00% |
20/06/2024 | 0,50% | 100,81 % | 101,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 039 CHF | 505 539 CHF | 100,00% | 100,00% |
19/06/2024 | 0,50% | 100,29 % | 100,79 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 728 CHF | 504 228 CHF | 100,00% | 100,00% |
18/06/2024 | 0,50% | 100,32 % | 100,82 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 498 CHF | 503 998 CHF | 99,50% | 99,50% |
17/06/2024 | 0,50% | 100,34 % | 100,84 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 883 CHF | 503 383 CHF | 99,14% | 99,14% |
14/06/2024 | 0,50% | 100,37 % | 100,87 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 104 CHF | 505 604 CHF | 100,00% | 100,00% |