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 |
---|---|---|---|---|---|---|---|---|---|---|---|
19.12.2024 | 6.92% | 0.14 CHF | 0.15 CHF | 1'000'000 | 1'000'000 | 998'277 | 998'277 | 139'759 CHF | 149'759 CHF | 99.31% | 99.31% |
18.12.2024 | 6.88% | 0.14 CHF | 0.15 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 140'369 CHF | 150'369 CHF | 96.18% | 96.18% |
17.12.2024 | 6.43% | 0.15 CHF | 0.16 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 150'574 CHF | 160'574 CHF | 99.38% | 99.38% |
16.12.2024 | 6.49% | 0.15 CHF | 0.16 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 149'092 CHF | 159'092 CHF | 100.00% | 100.00% |
13.12.2024 | 6.36% | 0.15 CHF | 0.16 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 152'236 CHF | 162'236 CHF | 100.00% | 100.00% |
12.12.2024 | 6.40% | 0.15 CHF | 0.16 CHF | 1'000'000 | 1'000'000 | 968'281 | 968'281 | 146'211 CHF | 155'893 CHF | 97.52% | 97.52% |
11.12.2024 | 6.45% | 0.15 CHF | 0.16 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 150'063 CHF | 160'063 CHF | 99.30% | 99.30% |
10.12.2024 | 6.20% | 0.15 CHF | 0.16 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 156'354 CHF | 166'354 CHF | 100.00% | 100.00% |
09.12.2024 | 6.06% | 0.16 CHF | 0.17 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 160'000 CHF | 170'000 CHF | 100.00% | 100.00% |
06.12.2024 | 5.96% | 0.16 CHF | 0.17 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 162'970 CHF | 172'970 CHF | 99.55% | 99.55% |