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 | 0.14% | 20.83 CHF | 20.84 CHF | 46,000 | 46,000 | 20,556 | 20,556 | 435,461 CHF | 435,902 CHF | 99.79% | 99.79% |
12/06/2024 | 0.08% | 21.39 CHF | 21.40 CHF | 45,000 | 45,000 | 20,442 | 20,442 | 436,493 CHF | 436,805 CHF | 99.61% | 99.61% |
11/06/2024 | 0.08% | 21.24 CHF | 21.25 CHF | 45,000 | 45,000 | 20,513 | 20,513 | 436,773 CHF | 437,086 CHF | 99.90% | 99.90% |
10/06/2024 | 0.09% | 21.32 CHF | 21.33 CHF | 45,000 | 45,000 | 20,803 | 20,803 | 436,024 CHF | 436,342 CHF | 99.93% | 99.93% |
07/06/2024 | 0.09% | 20.99 CHF | 21.00 CHF | 46,000 | 46,000 | 20,859 | 20,859 | 435,854 CHF | 436,172 CHF | 99.72% | 99.72% |
05/06/2024 | 0.09% | 20.15 CHF | 20.16 CHF | 47,000 | 47,000 | 21,169 | 21,169 | 423,705 CHF | 424,027 CHF | 99.82% | 99.82% |
04/06/2024 | 0.09% | 19.59 CHF | 19.60 CHF | 48,000 | 48,000 | 21,302 | 21,302 | 418,070 CHF | 418,394 CHF | 99.52% | 99.52% |
03/06/2024 | 0.09% | 19.59 CHF | 19.60 CHF | 48,000 | 48,000 | 21,058 | 21,058 | 413,962 CHF | 414,282 CHF | 99.16% | 99.16% |
31/05/2024 | 0.09% | 19.33 CHF | 19.34 CHF | 48,000 | 48,000 | 20,559 | 20,559 | 406,160 CHF | 406,468 CHF | 97.76% | 97.76% |
30/05/2024 | 0.09% | 20.26 CHF | 20.27 CHF | 46,000 | 46,000 | 20,942 | 20,942 | 429,238 CHF | 429,557 CHF | 99.81% | 99.81% |