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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/11/2024 | 22.58% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 996,000 | 250,000 | 39,379 CHF | 12,385 CHF | 99.38% | 99.38% |
12/11/2024 | 19.15% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 978,950 | 376,571 | 46,605 CHF | 22,147 CHF | 99.06% | 99.06% |
11/11/2024 | 17.88% | 0.05 CHF | 0.06 CHF | 925,000 | 475,000 | 977,962 | 482,045 | 49,886 CHF | 29,471 CHF | 99.28% | 99.28% |
08/11/2024 | 14.08% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 764,679 | 392,554 | 50,471 CHF | 29,869 CHF | 99.38% | 99.38% |
07/11/2024 | 6.03% | 0.13 CHF | 0.14 CHF | 375,000 | 375,000 | 325,894 | 325,894 | 52,429 CHF | 55,688 CHF | 99.27% | 99.27% |
06/11/2024 | 6.71% | 0.14 CHF | 0.15 CHF | 400,000 | 400,000 | 363,386 | 363,386 | 52,353 CHF | 55,987 CHF | 99.33% | 99.33% |
05/11/2024 | 7.59% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 406,929 | 406,929 | 51,617 CHF | 55,686 CHF | 99.39% | 99.39% |
04/11/2024 | 7.90% | 0.12 CHF | 0.13 CHF | 400,000 | 400,000 | 418,093 | 418,093 | 50,873 CHF | 55,054 CHF | 97.50% | 97.50% |
01/11/2024 | 8.06% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 430,068 | 430,074 | 51,228 CHF | 55,529 CHF | 96.95% | 96.95% |
31/10/2024 | 7.73% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 414,323 | 414,323 | 51,572 CHF | 55,715 CHF | 99.39% | 99.39% |