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 | 23.85% | 0.02 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 56,153 CHF | 71,153 CHF | 100.00% | 100.00% |
18/12/2024 | 16.35% | 0.03 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 84,806 CHF | 99,806 CHF | 100.00% | 100.00% |
17/12/2024 | 17.60% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 78,146 CHF | 93,146 CHF | 100.00% | 100.00% |
16/12/2024 | 15.38% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 90,000 CHF | 105,000 CHF | 99.95% | 99.95% |
13/12/2024 | 14.80% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 2,999,290 | 94,323 CHF | 109,298 CHF | 100.00% | 100.00% |
12/12/2024 | 10.04% | 0.04 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 145,111 CHF | 160,111 CHF | 100.00% | 100.00% |
11/12/2024 | 9.99% | 0.06 CHF | 0.06 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 143,386 CHF | 158,386 CHF | 100.00% | 100.00% |
10/12/2024 | 9.47% | 0.05 CHF | 0.06 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 151,013 CHF | 166,013 CHF | 100.00% | 100.00% |
09/12/2024 | 10.16% | 0.06 CHF | 0.06 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 142,068 CHF | 157,068 CHF | 100.00% | 100.00% |
06/12/2024 | 11.79% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 119,864 CHF | 134,864 CHF | 100.00% | 100.00% |