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 | 74.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,061 | 250,000 | 8,830 CHF | 4,725 CHF | 98.18% | 98.18% |
18/12/2024 | 65.70% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,510 | 250,000 | 10,288 CHF | 5,086 CHF | 96.31% | 96.31% |
17/12/2024 | 65.81% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,562 CHF | 5,140 CHF | 99.36% | 99.36% |
16/12/2024 | 64.97% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,509 CHF | 5,127 CHF | 99.39% | 99.39% |
13/12/2024 | 66.34% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 995,837 | 250,000 | 10,057 CHF | 5,025 CHF | 99.38% | 99.38% |
12/12/2024 | 64.78% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,615 | 250,000 | 10,512 CHF | 5,141 CHF | 95.24% | 95.24% |
11/12/2024 | 54.41% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 14,379 CHF | 6,095 CHF | 99.39% | 99.39% |
10/12/2024 | 40.19% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 19,904 CHF | 7,476 CHF | 99.38% | 99.38% |
09/12/2024 | 43.13% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 18,434 CHF | 7,109 CHF | 99.38% | 99.38% |
06/12/2024 | 36.43% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 22,675 CHF | 8,169 CHF | 99.39% | 99.39% |