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 | 104.65% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,674 CHF | 7,337 CHF | 98.62% | 98.62% |
18/12/2024 | 103.56% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,707 CHF | 7,353 CHF | 98.93% | 98.93% |
17/12/2024 | 115.00% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,729 CHF | 6,864 CHF | 98.12% | 98.12% |
16/12/2024 | 119.17% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,437 CHF | 6,718 CHF | 99.17% | 99.17% |
13/12/2024 | 106.11% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,491 CHF | 7,246 CHF | 98.54% | 98.54% |
12/12/2024 | 143.58% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,970 CHF | 5,985 CHF | 99.21% | 99.21% |
11/12/2024 | 142.33% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,065 CHF | 6,033 CHF | 98.81% | 98.81% |
10/12/2024 | 156.42% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,455 CHF | 5,727 CHF | 98.93% | 98.93% |
09/12/2024 | 166.67% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000 CHF | 5,500 CHF | 98.98% | 98.98% |
06/12/2024 | 166.67% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000 CHF | 5,500 CHF | 98.90% | 98.90% |