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 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,636 | 250,000 | 4,963 CHF | 3,750 CHF | 98.14% | 98.14% |
18/12/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,710 | 250,000 | 4,969 CHF | 3,750 CHF | 96.23% | 96.23% |
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 | 99.36% | 99.36% |
16/12/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 996,523 | 250,000 | 4,983 CHF | 3,750 CHF | 99.37% | 99.37% |
13/12/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 995,392 | 250,000 | 4,977 CHF | 3,750 CHF | 99.39% | 99.39% |
12/12/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,208 | 250,000 | 4,971 CHF | 3,750 CHF | 95.23% | 95.23% |
11/12/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,000 CHF | 3,750 CHF | 99.35% | 99.35% |
10/12/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 991,944 | 250,000 | 4,960 CHF | 3,750 CHF | 99.39% | 99.39% |
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 | 99.39% | 99.39% |
06/12/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,000 CHF | 3,750 CHF | 99.37% | 99.37% |