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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 15.06% | 0.09 CHF | 0.10 CHF | 750,000 | 250,000 | 891,200 | 299,562 | 55,039 CHF | 21,467 CHF | 99.29% | 99.29% |
22/11/2024 | 27.95% | 0.04 CHF | 0.05 CHF | 1,000,000 | 400,000 | 1,000,000 | 493,892 | 30,983 CHF | 20,186 CHF | 99.19% | 99.19% |
20/11/2024 | 38.28% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 21,504 CHF | 15,752 CHF | 98.92% | 98.92% |
19/11/2024 | 32.60% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 26,476 CHF | 18,238 CHF | 88.64% | 88.64% |
18/11/2024 | 21.17% | 0.04 CHF | 0.05 CHF | 1,000,000 | 400,000 | 1,000,000 | 401,354 | 42,670 CHF | 21,125 CHF | 97.15% | 97.15% |
15/11/2024 | 17.62% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 910,272 | 328,896 | 50,321 CHF | 20,782 CHF | 91.30% | 91.30% |
14/11/2024 | 11.94% | 0.07 CHF | 0.08 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 59,219 CHF | 22,240 CHF | 99.04% | 99.04% |
13/11/2024 | 12.45% | 0.07 CHF | 0.08 CHF | 750,000 | 250,000 | 764,240 | 254,747 | 57,786 CHF | 21,810 CHF | 98.73% | 98.73% |
12/11/2024 | 9.10% | 0.09 CHF | 0.10 CHF | 750,000 | 250,000 | 629,884 | 209,961 | 66,081 CHF | 24,127 CHF | 99.33% | 99.33% |
11/11/2024 | 6.71% | 0.14 CHF | 0.15 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 86,543 CHF | 30,848 CHF | 99.34% | 99.34% |