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 | 43.31% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 18,347 CHF | 7,087 CHF | 99.31% | 99.31% |
18/12/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 980,015 | 250,000 | 14,701 CHF | 6,250 CHF | 96.15% | 96.15% |
17/12/2024 | 48.86% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 995,127 | 250,000 | 15,498 CHF | 6,393 CHF | 98.51% | 98.51% |
16/12/2024 | 48.72% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,638 CHF | 6,409 CHF | 99.47% | 99.47% |
13/12/2024 | 48.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 986,981 | 250,000 | 15,807 CHF | 6,501 CHF | 99.22% | 99.22% |
12/12/2024 | 48.01% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 990,753 | 250,000 | 15,859 CHF | 6,499 CHF | 98.28% | 98.28% |
11/12/2024 | 48.53% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,734 CHF | 6,434 CHF | 99.06% | 99.06% |
10/12/2024 | 48.02% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,988 CHF | 6,497 CHF | 99.08% | 99.08% |
09/12/2024 | 48.16% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,920 CHF | 6,480 CHF | 99.43% | 99.43% |
06/12/2024 | 39.97% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,021 CHF | 7,505 CHF | 99.37% | 99.37% |