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 | 2.71% | 0.38 CHF | 0.39 CHF | 1,000,000 | 1,000,000 | 938,996 | 938,996 | 342,230 CHF | 351,620 CHF | 98.76% | 98.76% |
18/12/2024 | 2.96% | 0.34 CHF | 0.35 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 332,349 CHF | 342,349 CHF | 100.00% | 100.00% |
17/12/2024 | 2.93% | 0.34 CHF | 0.35 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 336,855 CHF | 346,855 CHF | 99.37% | 99.37% |
16/12/2024 | 2.94% | 0.34 CHF | 0.35 CHF | 1,000,000 | 1,000,000 | 999,998 | 999,998 | 335,119 CHF | 345,119 CHF | 99.42% | 99.42% |
13/12/2024 | 3.05% | 0.33 CHF | 0.34 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 322,919 CHF | 332,919 CHF | 100.00% | 100.00% |
12/12/2024 | 3.05% | 0.33 CHF | 0.34 CHF | 1,000,000 | 1,000,000 | 997,999 | 997,999 | 324,662 CHF | 334,651 CHF | 98.68% | 98.68% |
11/12/2024 | 3.10% | 0.33 CHF | 0.34 CHF | 1,000,000 | 1,000,000 | 990,970 | 990,970 | 326,944 CHF | 336,894 CHF | 99.55% | 99.55% |
10/12/2024 | 3.07% | 0.32 CHF | 0.33 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 321,189 CHF | 331,189 CHF | 100.00% | 100.00% |
09/12/2024 | 3.16% | 0.32 CHF | 0.33 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 311,021 CHF | 321,021 CHF | 97.79% | 97.79% |
06/12/2024 | 3.20% | 0.31 CHF | 0.32 CHF | 1,000,000 | 1,000,000 | 999,654 | 999,654 | 307,217 CHF | 317,217 CHF | 98.93% | 98.93% |