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 | 40.48% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 1,537,340 | 1,537,340 | 30,747 CHF | 46,152 CHF | 99.85% | 99.85% |
18/12/2024 | 33.80% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 1,447,530 | 1,447,530 | 36,116 CHF | 50,620 CHF | 99.15% | 99.15% |
17/12/2024 | 33.77% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 1,393,300 | 1,393,300 | 34,832 CHF | 48,792 CHF | 100.00% | 100.00% |
16/12/2024 | 29.52% | 0.03 CHF | 0.04 CHF | 2,635,800 | 2,635,800 | 1,140,960 | 1,140,960 | 32,720 CHF | 44,151 CHF | 99.83% | 99.83% |
13/12/2024 | 28.90% | 0.03 CHF | 0.04 CHF | 2,483,000 | 2,483,000 | 1,107,480 | 1,107,480 | 33,470 CHF | 44,566 CHF | 100.00% | 100.00% |
12/12/2024 | 25.43% | 0.04 CHF | 0.05 CHF | 2,420,600 | 2,420,600 | 1,079,720 | 1,079,720 | 37,583 CHF | 48,401 CHF | 100.00% | 100.00% |
11/12/2024 | 25.37% | 0.04 CHF | 0.05 CHF | 2,444,700 | 2,444,700 | 1,090,510 | 1,090,510 | 38,164 CHF | 49,089 CHF | 100.00% | 100.00% |
10/12/2024 | 25.38% | 0.04 CHF | 0.05 CHF | 2,328,700 | 2,328,700 | 1,039,100 | 1,039,100 | 36,308 CHF | 46,718 CHF | 100.00% | 100.00% |
09/12/2024 | 25.36% | 0.04 CHF | 0.05 CHF | 2,249,500 | 2,249,500 | 990,752 | 990,752 | 34,676 CHF | 44,603 CHF | 100.00% | 100.00% |
06/12/2024 | 25.37% | 0.04 CHF | 0.05 CHF | 2,327,200 | 2,327,200 | 1,038,220 | 1,038,220 | 36,338 CHF | 46,739 CHF | 100.00% | 100.00% |