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% | 19.82 CHF | 19.83 CHF | 46,000 | 46,000 | 20,558 | 20,558 | 414,704 CHF | 415,145 CHF | 99.80% | 99.80% |
12/06/2024 | 0.09% | 20.38 CHF | 20.39 CHF | 45,000 | 45,000 | 20,443 | 20,443 | 415,874 CHF | 416,186 CHF | 99.57% | 99.57% |
11/06/2024 | 0.09% | 20.23 CHF | 20.24 CHF | 45,000 | 45,000 | 20,503 | 20,503 | 415,813 CHF | 416,126 CHF | 99.86% | 99.86% |
10/06/2024 | 0.09% | 20.31 CHF | 20.32 CHF | 45,000 | 45,000 | 20,803 | 20,803 | 414,981 CHF | 415,299 CHF | 99.93% | 99.93% |
07/06/2024 | 0.09% | 19.98 CHF | 19.99 CHF | 45,000 | 45,000 | 20,864 | 20,864 | 414,942 CHF | 415,261 CHF | 99.72% | 99.72% |
05/06/2024 | 0.09% | 19.14 CHF | 19.15 CHF | 47,000 | 47,000 | 21,160 | 21,160 | 402,253 CHF | 402,575 CHF | 99.76% | 99.76% |
04/06/2024 | 0.10% | 18.58 CHF | 18.59 CHF | 48,000 | 48,000 | 21,263 | 21,263 | 395,933 CHF | 396,256 CHF | 99.46% | 99.46% |
03/06/2024 | 0.10% | 18.58 CHF | 18.59 CHF | 48,000 | 48,000 | 21,053 | 21,053 | 392,481 CHF | 392,801 CHF | 99.14% | 99.14% |
31/05/2024 | 0.10% | 18.32 CHF | 18.33 CHF | 48,000 | 48,000 | 20,570 | 20,570 | 385,491 CHF | 385,799 CHF | 97.82% | 97.82% |
30/05/2024 | 0.09% | 19.25 CHF | 19.26 CHF | 46,000 | 46,000 | 20,947 | 20,947 | 408,003 CHF | 408,322 CHF | 99.83% | 99.83% |