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 | 7.26% | 0.07 CHF | 0.07 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 199,233 CHF | 214,233 CHF | 100.00% | 100.00% |
18/12/2024 | 4.53% | 0.11 CHF | 0.12 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 324,126 CHF | 339,126 CHF | 99.64% | 99.64% |
17/12/2024 | 4.51% | 0.11 CHF | 0.11 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 325,181 CHF | 340,181 CHF | 100.00% | 100.00% |
16/12/2024 | 4.02% | 0.12 CHF | 0.13 CHF | 3,000,000 | 3,000,000 | 2,999,990 | 2,999,990 | 366,048 CHF | 381,048 CHF | 98.88% | 98.88% |
13/12/2024 | 3.83% | 0.13 CHF | 0.13 CHF | 3,000,000 | 3,000,000 | 2,999,530 | 2,999,530 | 384,021 CHF | 399,021 CHF | 98.52% | 98.52% |
12/12/2024 | 3.71% | 0.14 CHF | 0.14 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 396,447 CHF | 411,447 CHF | 100.00% | 100.00% |
11/12/2024 | 3.52% | 0.14 CHF | 0.14 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 419,032 CHF | 434,032 CHF | 100.00% | 100.00% |
10/12/2024 | 3.39% | 0.15 CHF | 0.16 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 435,560 CHF | 450,560 CHF | 100.00% | 100.00% |
09/12/2024 | 3.07% | 0.16 CHF | 0.16 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 480,673 CHF | 495,673 CHF | 100.00% | 100.00% |
06/12/2024 | 2.93% | 0.17 CHF | 0.17 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 504,903 CHF | 519,903 CHF | 100.00% | 100.00% |