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 | 70.25% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 9,321 CHF | 9,661 CHF | 98.63% | 98.63% |
18/12/2024 | 72.89% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,764 CHF | 9,382 CHF | 98.92% | 98.92% |
17/12/2024 | 81.45% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,319 CHF | 8,659 CHF | 98.29% | 98.29% |
16/12/2024 | 84.55% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,907 CHF | 8,454 CHF | 99.16% | 99.16% |
13/12/2024 | 73.20% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,757 CHF | 9,379 CHF | 98.72% | 98.72% |
12/12/2024 | 103.62% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,675 CHF | 7,338 CHF | 99.16% | 99.16% |
11/12/2024 | 102.43% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,805 CHF | 7,402 CHF | 98.81% | 98.81% |
10/12/2024 | 109.88% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,195 CHF | 7,098 CHF | 98.93% | 98.93% |
09/12/2024 | 146.28% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,874 CHF | 5,937 CHF | 98.96% | 98.96% |
06/12/2024 | 138.47% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,332 CHF | 6,166 CHF | 98.91% | 98.91% |