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 | 6.01% | 0.17 CHF | 0.18 CHF | 1,000,000 | 1,000,000 | 939,005 | 939,005 | 151,583 CHF | 160,973 CHF | 98.76% | 98.76% |
18/12/2024 | 6.53% | 0.15 CHF | 0.16 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 148,224 CHF | 158,224 CHF | 100.00% | 100.00% |
17/12/2024 | 6.36% | 0.15 CHF | 0.16 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 152,325 CHF | 162,325 CHF | 99.37% | 99.37% |
16/12/2024 | 6.36% | 0.15 CHF | 0.16 CHF | 1,000,000 | 1,000,000 | 999,999 | 999,999 | 152,155 CHF | 162,155 CHF | 99.42% | 99.42% |
13/12/2024 | 6.46% | 0.15 CHF | 0.16 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 149,738 CHF | 159,738 CHF | 100.00% | 100.00% |
12/12/2024 | 6.52% | 0.15 CHF | 0.16 CHF | 1,000,000 | 1,000,000 | 997,995 | 997,995 | 149,338 CHF | 159,327 CHF | 98.68% | 98.68% |
11/12/2024 | 6.71% | 0.15 CHF | 0.16 CHF | 1,000,000 | 1,000,000 | 990,972 | 990,972 | 148,663 CHF | 158,613 CHF | 99.55% | 99.55% |
10/12/2024 | 6.52% | 0.15 CHF | 0.16 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 148,310 CHF | 158,310 CHF | 100.00% | 100.00% |
09/12/2024 | 6.75% | 0.15 CHF | 0.16 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 143,154 CHF | 153,154 CHF | 97.79% | 97.79% |
06/12/2024 | 6.80% | 0.15 CHF | 0.16 CHF | 1,000,000 | 1,000,000 | 999,688 | 999,688 | 142,042 CHF | 152,042 CHF | 98.93% | 98.93% |