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 | 250,000 | 250,000 | 599,030 | 250,000 | 2,995 CHF | 3,750 CHF | 98.09% | 98.09% |
18/12/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,607 | 250,000 | 4,968 CHF | 3,750 CHF | 96.24% | 96.24% |
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 | 99.35% | 99.35% |
16/12/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 996,395 | 250,000 | 4,982 CHF | 3,750 CHF | 99.39% | 99.39% |
13/12/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 995,423 | 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 | 994,336 | 250,000 | 4,972 CHF | 3,750 CHF | 95.41% | 95.41% |
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 | 99.36% | 99.36% |
10/12/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 991,950 | 250,000 | 4,960 CHF | 3,750 CHF | 99.36% | 99.36% |
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 | 99.37% | 99.37% |
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 | 99.36% | 99.36% |