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 | 4.60% | 0.22 CHF | 0.23 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 212'608 CHF | 222'608 CHF | 100.00% | 100.00% |
18.12.2024 | 5.13% | 0.19 CHF | 0.20 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 190'000 CHF | 200'000 CHF | 100.00% | 100.00% |
17.12.2024 | 5.13% | 0.19 CHF | 0.20 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 190'000 CHF | 200'000 CHF | 100.00% | 100.00% |
16.12.2024 | 5.04% | 0.19 CHF | 0.20 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 193'367 CHF | 203'367 CHF | 100.00% | 100.00% |
13.12.2024 | 4.89% | 0.20 CHF | 0.21 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 199'371 CHF | 209'371 CHF | 100.00% | 100.00% |
12.12.2024 | 4.88% | 0.20 CHF | 0.21 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 200'000 CHF | 210'000 CHF | 99.76% | 99.76% |
11.12.2024 | 4.71% | 0.20 CHF | 0.21 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 207'303 CHF | 217'303 CHF | 100.00% | 100.00% |
10.12.2024 | 4.68% | 0.21 CHF | 0.22 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 208'939 CHF | 218'939 CHF | 100.00% | 100.00% |
09.12.2024 | 4.86% | 0.21 CHF | 0.22 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 200'587 CHF | 210'587 CHF | 100.00% | 100.00% |
06.12.2024 | 4.70% | 0.20 CHF | 0.21 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 207'974 CHF | 217'974 CHF | 99.81% | 99.81% |