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 | 18.41% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 49,435 CHF | 29,717 CHF | 98.63% | 98.63% |
18/12/2024 | 22.13% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 40,232 CHF | 25,116 CHF | 98.89% | 98.89% |
17/12/2024 | 22.23% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 39,986 CHF | 24,993 CHF | 98.27% | 98.27% |
16/12/2024 | 22.64% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 39,341 CHF | 24,671 CHF | 98.13% | 98.13% |
13/12/2024 | 21.21% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 42,544 CHF | 26,272 CHF | 98.63% | 98.63% |
12/12/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,000 CHF | 20,000 CHF | 98.03% | 98.03% |
11/12/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,000 CHF | 20,000 CHF | 98.80% | 98.80% |
10/12/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,000 CHF | 20,000 CHF | 98.88% | 98.88% |
09/12/2024 | 33.76% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 25,460 CHF | 17,730 CHF | 98.92% | 98.92% |
06/12/2024 | 39.28% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,631 CHF | 15,316 CHF | 98.88% | 98.88% |