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 | 993,086 | 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 | 993,496 | 250,000 | 4,967 CHF | 3,750 CHF | 96.32% | 96.32% |
17/12/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,000 CHF | 3,750 CHF | 99.36% | 99.36% |
16/12/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,000 CHF | 3,750 CHF | 99.38% | 99.38% |
13/12/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 995,785 | 250,000 | 4,979 CHF | 3,750 CHF | 99.39% | 99.39% |
12/12/2024 | 94.62% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,518 | 250,000 | 5,779 CHF | 3,952 CHF | 95.28% | 95.28% |
11/12/2024 | 68.97% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,316 CHF | 5,079 CHF | 99.38% | 99.38% |
10/12/2024 | 60.51% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 11,846 CHF | 5,461 CHF | 99.36% | 99.36% |
09/12/2024 | 64.62% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,615 CHF | 5,154 CHF | 99.38% | 99.38% |
06/12/2024 | 57.37% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 12,789 CHF | 5,697 CHF | 99.39% | 99.39% |