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 | 147.59% | 0.00 CHF | 0.01 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 502 CHF | 2,815 CHF | 99.51% | 99.51% |
18/12/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 250,000 | 250,000 | 874,961 | 250,000 | 4,375 CHF | 3,750 CHF | 97.31% | 97.31% |
17/12/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,000 CHF | 3,750 CHF | 100.00% | 100.00% |
16/12/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,000 CHF | 3,750 CHF | 100.00% | 100.00% |
13/12/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,000 CHF | 3,750 CHF | 100.00% | 100.00% |
12/12/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,327 | 250,000 | 4,962 CHF | 3,750 CHF | 97.91% | 97.91% |
11/12/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,853 | 250,000 | 4,974 CHF | 3,750 CHF | 99.47% | 99.47% |
10/12/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,046 | 250,000 | 4,960 CHF | 3,750 CHF | 100.00% | 100.00% |
09/12/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,000 CHF | 3,750 CHF | 100.00% | 100.00% |
06/12/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,754 | 250,000 | 4,969 CHF | 3,750 CHF | 99.57% | 99.57% |