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 | 3.00% | 0.35 CHF | 0.36 CHF | 1,000,000 | 1,000,000 | 939,020 | 939,020 | 309,158 CHF | 318,548 CHF | 98.76% | 98.76% |
18/12/2024 | 3.27% | 0.30 CHF | 0.31 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 300,865 CHF | 310,865 CHF | 100.00% | 100.00% |
17/12/2024 | 3.22% | 0.31 CHF | 0.32 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 305,328 CHF | 315,328 CHF | 99.37% | 99.37% |
16/12/2024 | 3.23% | 0.31 CHF | 0.32 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 304,491 CHF | 314,491 CHF | 99.42% | 99.42% |
13/12/2024 | 3.34% | 0.30 CHF | 0.31 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 294,438 CHF | 304,438 CHF | 100.00% | 100.00% |
12/12/2024 | 3.36% | 0.30 CHF | 0.31 CHF | 1,000,000 | 1,000,000 | 998,005 | 998,005 | 294,963 CHF | 304,952 CHF | 98.68% | 98.68% |
11/12/2024 | 3.42% | 0.30 CHF | 0.31 CHF | 1,000,000 | 1,000,000 | 990,962 | 990,962 | 296,631 CHF | 306,580 CHF | 99.55% | 99.55% |
10/12/2024 | 3.37% | 0.29 CHF | 0.30 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 291,428 CHF | 301,428 CHF | 100.00% | 100.00% |
09/12/2024 | 3.48% | 0.29 CHF | 0.30 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 282,300 CHF | 292,300 CHF | 97.79% | 97.79% |
06/12/2024 | 3.52% | 0.28 CHF | 0.30 CHF | 1,000,000 | 1,000,000 | 999,654 | 999,654 | 279,096 CHF | 289,096 CHF | 98.93% | 98.93% |