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 | 4.60% | 0.22 CHF | 0.23 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 212,608 CHF | 222,608 CHF | 100.00% | 100.00% |
18/12/2024 | 5.13% | 0.19 CHF | 0.20 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 190,000 CHF | 200,000 CHF | 100.00% | 100.00% |
17/12/2024 | 5.13% | 0.19 CHF | 0.20 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 190,000 CHF | 200,000 CHF | 100.00% | 100.00% |
16/12/2024 | 5.04% | 0.19 CHF | 0.20 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 193,367 CHF | 203,367 CHF | 100.00% | 100.00% |
13/12/2024 | 4.89% | 0.20 CHF | 0.21 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 199,371 CHF | 209,371 CHF | 100.00% | 100.00% |
12/12/2024 | 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 | 99.76% | 99.76% |
11/12/2024 | 4.71% | 0.20 CHF | 0.21 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 207,303 CHF | 217,303 CHF | 100.00% | 100.00% |
10/12/2024 | 4.68% | 0.21 CHF | 0.22 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 208,939 CHF | 218,939 CHF | 100.00% | 100.00% |
09/12/2024 | 4.86% | 0.21 CHF | 0.22 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 200,587 CHF | 210,587 CHF | 100.00% | 100.00% |
06/12/2024 | 4.70% | 0.20 CHF | 0.21 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 207,974 CHF | 217,974 CHF | 99.81% | 99.81% |