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 | 27.78% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 995,956 | 250,000 | 30,989 CHF | 10,278 CHF | 99.38% | 99.38% |
12/11/2024 | 31.91% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 989,485 | 250,000 | 26,208 CHF | 9,122 CHF | 99.07% | 99.07% |
11/11/2024 | 31.71% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 26,708 CHF | 9,177 CHF | 99.29% | 99.29% |
08/11/2024 | 31.79% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 993,129 | 250,000 | 26,445 CHF | 9,161 CHF | 99.39% | 99.39% |
07/11/2024 | 33.12% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 996,317 | 251,223 | 25,220 CHF | 8,888 CHF | 99.25% | 99.25% |
06/11/2024 | 20.23% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 995,780 | 305,611 | 44,503 CHF | 16,970 CHF | 99.36% | 99.36% |
05/11/2024 | 18.05% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 993,386 | 497,795 | 50,086 CHF | 30,080 CHF | 99.38% | 99.38% |
04/11/2024 | 17.04% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 940,927 | 480,309 | 50,530 CHF | 30,608 CHF | 97.52% | 97.52% |
01/11/2024 | 18.01% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 951,627 | 386,546 | 48,338 CHF | 24,057 CHF | 97.92% | 97.92% |
31/10/2024 | 19.41% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 315,953 | 46,616 CHF | 18,066 CHF | 99.38% | 99.38% |