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 | 66.63% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,115 | 250,000 | 9,943 CHF | 5,003 CHF | 98.13% | 98.13% |
18/12/2024 | 56.42% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 994,407 | 250,000 | 12,991 CHF | 5,769 CHF | 96.31% | 96.31% |
17/12/2024 | 59.73% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 12,082 CHF | 5,520 CHF | 99.38% | 99.38% |
16/12/2024 | 56.52% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 13,043 CHF | 5,761 CHF | 99.38% | 99.38% |
13/12/2024 | 50.59% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 995,786 | 250,000 | 14,761 CHF | 6,206 CHF | 99.39% | 99.39% |
12/12/2024 | 53.41% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 994,541 | 250,000 | 13,986 CHF | 6,017 CHF | 95.20% | 95.20% |
11/12/2024 | 39.10% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 254,507 | 23,882 CHF | 8,746 CHF | 99.38% | 99.38% |
10/12/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 30,000 CHF | 10,000 CHF | 99.38% | 99.38% |
09/12/2024 | 29.96% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 28,627 CHF | 9,657 CHF | 99.39% | 99.39% |
06/12/2024 | 24.93% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 35,131 CHF | 11,283 CHF | 99.38% | 99.38% |