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 | 0.48% | 10.65 CHF | 10.70 CHF | 2,000 | 2,000 | 1,977 | 1,977 | 20,849 CHF | 20,948 CHF | 83.03% | 100.00% |
14/06/2024 | 0.49% | 10.30 CHF | 10.35 CHF | 2,000 | 2,000 | 1,981 | 1,981 | 20,212 CHF | 20,311 CHF | 100.00% | 100.00% |
13/06/2024 | 0.47% | 10.10 CHF | 10.15 CHF | 2,000 | 2,000 | 1,981 | 1,981 | 19,875 CHF | 19,968 CHF | 99.83% | 99.83% |
12/06/2024 | 0.34% | 9.93 CHF | 9.94 CHF | 2,000 | 2,000 | 1,985 | 1,985 | 19,801 CHF | 19,868 CHF | 99.80% | 99.80% |
11/06/2024 | 0.10% | 9.99 CHF | 10.00 CHF | 2,000 | 2,000 | 1,981 | 1,981 | 19,589 CHF | 19,609 CHF | 99.41% | 99.41% |
10/06/2024 | 0.10% | 9.84 CHF | 9.85 CHF | 2,000 | 2,000 | 1,981 | 1,981 | 19,414 CHF | 19,433 CHF | 99.63% | 99.63% |
07/06/2024 | 0.10% | 9.70 CHF | 9.71 CHF | 2,000 | 2,000 | 1,984 | 1,984 | 19,137 CHF | 19,157 CHF | 97.73% | 97.73% |
05/06/2024 | 0.10% | 9.74 CHF | 9.75 CHF | 2,000 | 2,000 | 1,981 | 1,981 | 19,325 CHF | 19,345 CHF | 99.99% | 99.99% |
04/06/2024 | 0.10% | 9.87 CHF | 9.88 CHF | 2,000 | 2,000 | 1,981 | 1,981 | 19,531 CHF | 19,551 CHF | 99.86% | 99.86% |
03/06/2024 | 0.10% | 9.86 CHF | 9.87 CHF | 2,000 | 2,000 | 1,981 | 1,981 | 19,362 CHF | 19,381 CHF | 99.75% | 99.75% |