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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/06/2024 | 0.29% | 17.75 CHF | 17.80 CHF | 50,000 | 50,000 | 49,576 | 49,576 | 875,086 CHF | 877,567 CHF | 99.84% | 99.84% |
14/06/2024 | 0.29% | 17.60 CHF | 17.65 CHF | 50,000 | 50,000 | 49,585 | 49,585 | 870,932 CHF | 873,414 CHF | 99.83% | 99.83% |
13/06/2024 | 0.28% | 17.65 CHF | 17.70 CHF | 50,000 | 50,000 | 49,573 | 49,573 | 881,387 CHF | 883,868 CHF | 99.85% | 99.85% |
12/06/2024 | 0.28% | 18.00 CHF | 18.05 CHF | 50,000 | 50,000 | 49,710 | 49,710 | 895,940 CHF | 898,427 CHF | 99.61% | 99.61% |
11/06/2024 | 0.28% | 17.90 CHF | 17.95 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 897,758 CHF | 900,258 CHF | 97.93% | 97.93% |
10/06/2024 | 0.28% | 17.95 CHF | 18.00 CHF | 50,000 | 50,000 | 49,569 | 49,569 | 889,744 CHF | 892,225 CHF | 99.91% | 99.91% |
07/06/2024 | 0.28% | 18.15 CHF | 18.20 CHF | 50,000 | 50,000 | 49,819 | 49,819 | 896,719 CHF | 899,211 CHF | 99.21% | 99.21% |
05/06/2024 | 0.28% | 17.90 CHF | 17.95 CHF | 50,000 | 50,000 | 49,545 | 49,545 | 886,676 CHF | 889,156 CHF | 99.98% | 99.98% |
04/06/2024 | 0.28% | 17.65 CHF | 17.70 CHF | 50,000 | 50,000 | 49,683 | 49,683 | 877,776 CHF | 880,262 CHF | 99.47% | 99.47% |
03/06/2024 | 0.28% | 17.75 CHF | 17.80 CHF | 50,000 | 50,000 | 49,758 | 49,758 | 896,221 CHF | 898,710 CHF | 96.76% | 96.76% |