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 | 993,048 | 250,000 | 4,965 CHF | 3,750 CHF | 98.13% | 98.13% |
18/12/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,631 | 250,000 | 4,968 CHF | 3,750 CHF | 96.28% | 96.28% |
17/12/2024 | 95.75% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,637 CHF | 3,909 CHF | 99.36% | 99.36% |
16/12/2024 | 98.38% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,243 CHF | 3,811 CHF | 99.38% | 99.38% |
13/12/2024 | 98.01% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 995,834 | 250,000 | 5,278 CHF | 3,825 CHF | 99.38% | 99.38% |
12/12/2024 | 92.50% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,594 | 250,000 | 6,098 CHF | 4,031 CHF | 95.21% | 95.21% |
11/12/2024 | 73.56% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 9,083 CHF | 4,771 CHF | 99.38% | 99.38% |
10/12/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 991,973 | 250,000 | 9,920 CHF | 5,000 CHF | 99.37% | 99.37% |
09/12/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,000 CHF | 5,000 CHF | 99.38% | 99.38% |
06/12/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,000 CHF | 5,000 CHF | 99.38% | 99.38% |