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 | 993,053 | 250,000 | 4,965 CHF | 3,750 CHF | 98.15% | 98.15% |
18/12/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,548 | 250,000 | 4,968 CHF | 3,750 CHF | 96.33% | 96.33% |
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 | 1,000,000 | 250,000 | 5,000 CHF | 3,750 CHF | 99.39% | 99.39% |
13/12/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 995,836 | 250,000 | 4,979 CHF | 3,750 CHF | 99.38% | 99.38% |
12/12/2024 | 98.58% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,539 | 250,000 | 5,185 CHF | 3,803 CHF | 95.20% | 95.20% |
11/12/2024 | 99.83% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,025 CHF | 3,756 CHF | 99.37% | 99.37% |
10/12/2024 | 78.40% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 991,974 | 250,000 | 8,159 CHF | 4,560 CHF | 99.39% | 99.39% |
09/12/2024 | 75.45% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 8,682 CHF | 4,671 CHF | 99.38% | 99.38% |
06/12/2024 | 94.31% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,853 CHF | 3,963 CHF | 99.39% | 99.39% |