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 | - | - CHF | 0.05 CHF | 0 | 100,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 22.85% |
18/12/2024 | - | - CHF | 0.05 CHF | 0 | 200,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 96.60% |
17/12/2024 | - | - CHF | 0.05 CHF | 0 | 200,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 96.09% |
16/12/2024 | - | - CHF | 0.05 CHF | 0 | 200,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 89.18% |
13/12/2024 | 128.57% | 0.01 CHF | 0.05 CHF | 500,000 | 200,000 | 500,000 | 200,000 | 5,000 CHF | 9,200 CHF | 5.05% | 97.38% |
12/12/2024 | 128.57% | 0.01 CHF | 0.05 CHF | 500,000 | 200,000 | 500,000 | 178,660 | 5,000 CHF | 8,218 CHF | 43.20% | 96.15% |
11/12/2024 | 128.57% | 0.01 CHF | 0.05 CHF | 500,000 | 200,000 | 500,000 | 200,000 | 5,000 CHF | 9,200 CHF | 4.17% | 97.55% |
10/12/2024 | 129.23% | 0.01 CHF | 0.05 CHF | 500,000 | 200,000 | 500,000 | 200,000 | 5,165 CHF | 9,568 CHF | 85.22% | 99.82% |
09/12/2024 | 71.94% | 0.02 CHF | 0.05 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 11,931 CHF | 5,001 CHF | 100.00% | 100.00% |
06/12/2024 | 43.16% | 0.03 CHF | 0.05 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 18,422 CHF | 5,684 CHF | 98.18% | 98.18% |