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 | 163.64% | 0.00 CHF | 0.01 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 1,000 CHF | 2,500 CHF | 99.52% | 99.52% |
18/12/2024 | 163.64% | 0.00 CHF | 0.01 CHF | 1,000,000 | 250,000 | 994,559 | 250,000 | 995 CHF | 2,500 CHF | 97.36% | 97.36% |
17/12/2024 | 163.64% | 0.00 CHF | 0.01 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 1,000 CHF | 2,500 CHF | 100.00% | 100.00% |
16/12/2024 | 163.64% | 0.00 CHF | 0.01 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 1,000 CHF | 2,500 CHF | 100.00% | 100.00% |
13/12/2024 | 163.64% | 0.00 CHF | 0.01 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 1,000 CHF | 2,500 CHF | 100.00% | 100.00% |
12/12/2024 | 163.64% | 0.00 CHF | 0.01 CHF | 1,000,000 | 250,000 | 992,225 | 250,000 | 992 CHF | 2,500 CHF | 97.95% | 97.95% |
11/12/2024 | 163.64% | 0.00 CHF | 0.01 CHF | 1,000,000 | 250,000 | 992,878 | 250,000 | 993 CHF | 2,500 CHF | 99.74% | 99.74% |
10/12/2024 | 163.64% | 0.00 CHF | 0.01 CHF | 1,000,000 | 250,000 | 992,063 | 250,000 | 992 CHF | 2,500 CHF | 100.00% | 100.00% |
09/12/2024 | 163.64% | 0.00 CHF | 0.01 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 1,000 CHF | 2,500 CHF | 100.00% | 100.00% |
06/12/2024 | 163.64% | 0.00 CHF | 0.01 CHF | 1,000,000 | 250,000 | 993,814 | 250,000 | 994 CHF | 2,500 CHF | 99.57% | 99.57% |