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 | 0.02 CHF | 0 | 250,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 22.85% |
18/12/2024 | - | - CHF | 0.02 CHF | 0 | 250,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 96.60% |
17/12/2024 | - | - CHF | 0.02 CHF | 0 | 250,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 96.09% |
16/12/2024 | - | - CHF | 0.02 CHF | 0 | 250,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 89.18% |
13/12/2024 | - | - CHF | 0.02 CHF | 0 | 250,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.38% |
12/12/2024 | - | - CHF | 0.02 CHF | 0 | 250,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 96.15% |
11/12/2024 | - | - CHF | 0.02 CHF | 0 | 250,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.55% |
10/12/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 250,000 | 500,000 | 250,000 | 5,000 CHF | 5,000 CHF | 2.81% | 99.82% |
09/12/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 500,000 | 200,000 | 500,000 | 200,000 | 5,000 CHF | 6,000 CHF | 74.35% | 100.00% |
06/12/2024 | 96.15% | 0.01 CHF | 0.03 CHF | 500,000 | 200,000 | 500,000 | 200,000 | 5,577 CHF | 6,231 CHF | 98.18% | 98.18% |