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 | 3.15% | 0.16 CHF | 0.17 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 468,987 CHF | 483,987 CHF | 99.42% | 99.42% |
18/12/2024 | 3.28% | 0.15 CHF | 0.16 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 450,000 CHF | 465,000 CHF | 100.00% | 100.00% |
17/12/2024 | 3.28% | 0.15 CHF | 0.16 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 450,000 CHF | 465,000 CHF | 100.00% | 100.00% |
16/12/2024 | 3.28% | 0.15 CHF | 0.16 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 449,189 CHF | 464,189 CHF | 99.36% | 99.36% |
13/12/2024 | 3.39% | 0.14 CHF | 0.15 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 434,980 CHF | 449,980 CHF | 100.00% | 100.00% |
12/12/2024 | 3.39% | 0.14 CHF | 0.15 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 435,000 CHF | 450,000 CHF | 100.00% | 100.00% |
11/12/2024 | 3.39% | 0.14 CHF | 0.15 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 435,245 CHF | 450,245 CHF | 100.00% | 100.00% |
10/12/2024 | 3.39% | 0.14 CHF | 0.15 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 435,000 CHF | 450,000 CHF | 100.00% | 100.00% |
09/12/2024 | 3.39% | 0.14 CHF | 0.15 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 435,000 CHF | 450,000 CHF | 97.79% | 97.79% |
06/12/2024 | 3.39% | 0.14 CHF | 0.15 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 435,000 CHF | 450,000 CHF | 100.00% | 100.00% |