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 | 0.08% | 19.62 CHF | 19.63 CHF | 65,000 | 65,000 | 29,255 | 29,255 | 579,983 CHF | 580,382 CHF | 99.98% | 99.98% |
14/06/2024 | 0.08% | 19.66 CHF | 19.67 CHF | 65,000 | 65,000 | 29,500 | 29,500 | 577,459 CHF | 577,860 CHF | 99.94% | 99.94% |
13/06/2024 | 0.08% | 19.16 CHF | 19.17 CHF | 65,000 | 65,000 | 29,425 | 29,425 | 565,236 CHF | 565,636 CHF | 99.87% | 99.87% |
12/06/2024 | 0.06% | 18.54 CHF | 18.55 CHF | 65,000 | 65,000 | 30,624 | 30,624 | 559,400 CHF | 559,706 CHF | 99.98% | 99.98% |
11/06/2024 | 0.06% | 17.92 CHF | 17.93 CHF | 70,000 | 70,000 | 31,488 | 31,488 | 567,529 CHF | 567,844 CHF | 99.99% | 99.99% |
10/06/2024 | 0.06% | 18.12 CHF | 18.13 CHF | 70,000 | 70,000 | 31,147 | 31,147 | 553,912 CHF | 554,224 CHF | 99.66% | 99.66% |
07/06/2024 | 0.06% | 17.55 CHF | 17.56 CHF | 71,000 | 71,000 | 31,378 | 31,378 | 554,523 CHF | 554,837 CHF | 99.84% | 99.84% |
05/06/2024 | 0.06% | 17.68 CHF | 17.69 CHF | 70,000 | 70,000 | 31,878 | 31,878 | 554,298 CHF | 554,618 CHF | 99.99% | 99.99% |
04/06/2024 | 0.06% | 16.60 CHF | 16.61 CHF | 74,000 | 74,000 | 33,186 | 33,186 | 554,646 CHF | 554,978 CHF | 99.91% | 99.91% |
03/06/2024 | 0.06% | 16.40 CHF | 16.41 CHF | 75,000 | 75,000 | 33,887 | 33,887 | 561,142 CHF | 561,482 CHF | 99.99% | 99.99% |