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 | 6.73% | 0.15 CHF | 0.16 CHF | 1,000,000 | 1,000,000 | 938,964 | 938,964 | 134,925 CHF | 144,315 CHF | 98.77% | 98.77% |
18/12/2024 | 7.33% | 0.13 CHF | 0.14 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 131,562 CHF | 141,562 CHF | 100.00% | 100.00% |
17/12/2024 | 7.14% | 0.14 CHF | 0.15 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 135,131 CHF | 145,131 CHF | 99.37% | 99.37% |
16/12/2024 | 7.14% | 0.14 CHF | 0.15 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 134,980 CHF | 144,980 CHF | 99.42% | 99.42% |
13/12/2024 | 7.23% | 0.14 CHF | 0.15 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 133,338 CHF | 143,338 CHF | 100.00% | 100.00% |
12/12/2024 | 7.29% | 0.13 CHF | 0.14 CHF | 1,000,000 | 1,000,000 | 998,005 | 998,005 | 133,192 CHF | 143,181 CHF | 98.68% | 98.68% |
11/12/2024 | 7.51% | 0.13 CHF | 0.14 CHF | 1,000,000 | 1,000,000 | 990,960 | 990,960 | 132,237 CHF | 142,187 CHF | 99.55% | 99.55% |
10/12/2024 | 7.26% | 0.13 CHF | 0.14 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 132,696 CHF | 142,696 CHF | 100.00% | 100.00% |
09/12/2024 | 7.54% | 0.13 CHF | 0.14 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 127,603 CHF | 137,603 CHF | 97.80% | 97.80% |
06/12/2024 | 7.57% | 0.13 CHF | 0.14 CHF | 1,000,000 | 1,000,000 | 999,688 | 999,688 | 127,103 CHF | 137,103 CHF | 98.93% | 98.93% |