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 | 4.44% | 0.11 CHF | 0.12 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 330,000 CHF | 345,000 CHF | 100.00% | 100.00% |
18/12/2024 | 4.88% | 0.10 CHF | 0.11 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 300,000 CHF | 315,000 CHF | 99.64% | 99.64% |
17/12/2024 | 4.88% | 0.10 CHF | 0.11 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 300,000 CHF | 315,000 CHF | 100.00% | 100.00% |
16/12/2024 | 5.10% | 0.10 CHF | 0.10 CHF | 3,000,000 | 3,000,000 | 2,999,990 | 2,999,990 | 286,598 CHF | 301,598 CHF | 98.88% | 98.88% |
13/12/2024 | 5.13% | 0.10 CHF | 0.10 CHF | 3,000,000 | 3,000,000 | 2,998,270 | 2,998,270 | 285,041 CHF | 300,041 CHF | 98.52% | 98.52% |
12/12/2024 | 5.13% | 0.10 CHF | 0.10 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 285,000 CHF | 300,000 CHF | 100.00% | 100.00% |
11/12/2024 | 5.17% | 0.10 CHF | 0.10 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 282,644 CHF | 297,644 CHF | 100.00% | 100.00% |
10/12/2024 | 5.40% | 0.09 CHF | 0.10 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 270,429 CHF | 285,429 CHF | 100.00% | 100.00% |
09/12/2024 | 5.41% | 0.09 CHF | 0.10 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 270,000 CHF | 285,000 CHF | 100.00% | 100.00% |
06/12/2024 | 5.46% | 0.09 CHF | 0.10 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 267,210 CHF | 282,210 CHF | 100.00% | 100.00% |