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 | 4.06% | 0.25 CHF | 0.26 CHF | 1,000,000 | 1,000,000 | 999,549 | 999,549 | 241,421 CHF | 251,416 CHF | 100.00% | 100.00% |
18/12/2024 | 4.65% | 0.21 CHF | 0.22 CHF | 1,000,000 | 1,000,000 | 999,159 | 999,159 | 209,823 CHF | 219,815 CHF | 100.00% | 100.00% |
17/12/2024 | 4.65% | 0.21 CHF | 0.22 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 210,054 CHF | 220,054 CHF | 100.00% | 100.00% |
16/12/2024 | 4.88% | 0.20 CHF | 0.21 CHF | 1,000,000 | 1,000,000 | 999,163 | 999,163 | 199,833 CHF | 209,824 CHF | 100.00% | 100.00% |
13/12/2024 | 4.88% | 0.20 CHF | 0.21 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 200,000 CHF | 210,000 CHF | 100.00% | 100.00% |
12/12/2024 | 5.09% | 0.19 CHF | 0.20 CHF | 1,000,000 | 1,000,000 | 999,438 | 999,438 | 191,460 CHF | 201,455 CHF | 99.80% | 99.80% |
11/12/2024 | 5.13% | 0.19 CHF | 0.20 CHF | 1,000,000 | 1,000,000 | 999,388 | 999,388 | 189,884 CHF | 199,878 CHF | 100.00% | 100.00% |
10/12/2024 | 5.29% | 0.18 CHF | 0.19 CHF | 1,000,000 | 1,000,000 | 999,886 | 999,886 | 183,974 CHF | 193,973 CHF | 100.00% | 100.00% |
09/12/2024 | 5.41% | 0.18 CHF | 0.19 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 180,000 CHF | 190,000 CHF | 100.00% | 100.00% |
06/12/2024 | 5.66% | 0.18 CHF | 0.19 CHF | 1,000,000 | 1,000,000 | 999,631 | 999,631 | 171,797 CHF | 181,794 CHF | 99.77% | 99.77% |