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 | 7.46% | 0.06 CHF | 0.07 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 193,779 CHF | 208,779 CHF | 100.00% | 100.00% |
18/12/2024 | 6.06% | 0.08 CHF | 0.09 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 240,000 CHF | 255,000 CHF | 99.68% | 99.68% |
17/12/2024 | 5.91% | 0.09 CHF | 0.09 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 246,727 CHF | 261,727 CHF | 100.00% | 100.00% |
16/12/2024 | 6.05% | 0.08 CHF | 0.09 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 240,619 CHF | 255,619 CHF | 100.00% | 100.00% |
13/12/2024 | 5.76% | 0.08 CHF | 0.09 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 252,909 CHF | 267,909 CHF | 100.00% | 100.00% |
12/12/2024 | 5.81% | 0.09 CHF | 0.09 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 250,958 CHF | 265,958 CHF | 99.61% | 99.61% |
11/12/2024 | 6.06% | 0.08 CHF | 0.09 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 240,090 CHF | 255,090 CHF | 100.00% | 100.00% |
10/12/2024 | 5.81% | 0.08 CHF | 0.09 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 250,849 CHF | 265,849 CHF | 100.00% | 100.00% |
09/12/2024 | 5.49% | 0.09 CHF | 0.09 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 266,053 CHF | 281,053 CHF | 100.00% | 100.00% |
06/12/2024 | 5.41% | 0.09 CHF | 0.10 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 269,668 CHF | 284,668 CHF | 100.00% | 100.00% |