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 | 40.78% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 19,707 CHF | 14,853 CHF | 98.63% | 98.63% |
18/12/2024 | 45.12% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 18,081 CHF | 14,041 CHF | 98.92% | 98.92% |
17/12/2024 | 66.64% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,010 CHF | 10,005 CHF | 98.25% | 98.25% |
16/12/2024 | 65.39% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,478 CHF | 10,239 CHF | 99.16% | 99.16% |
13/12/2024 | 48.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 17,001 CHF | 13,500 CHF | 98.61% | 98.61% |
12/12/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,000 CHF | 10,000 CHF | 99.18% | 99.18% |
11/12/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,000 CHF | 10,000 CHF | 98.82% | 98.82% |
10/12/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,000 CHF | 10,000 CHF | 98.84% | 98.84% |
09/12/2024 | 85.75% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,685 CHF | 8,343 CHF | 98.89% | 98.89% |
06/12/2024 | 90.22% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,173 CHF | 8,086 CHF | 98.88% | 98.88% |