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 | 55.79% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 995,984 | 250,000 | 13,202 CHF | 5,815 CHF | 99.38% | 99.38% |
12/11/2024 | 45.98% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 989,757 | 250,000 | 16,856 CHF | 6,752 CHF | 99.04% | 99.04% |
11/11/2024 | 41.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 19,502 CHF | 7,375 CHF | 99.28% | 99.28% |
08/11/2024 | 37.28% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,137 | 250,000 | 21,905 CHF | 8,011 CHF | 99.39% | 99.39% |
07/11/2024 | 19.01% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 980,502 | 400,318 | 47,240 CHF | 23,835 CHF | 99.26% | 99.26% |
06/11/2024 | 16.82% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 928,294 | 470,347 | 50,589 CHF | 30,337 CHF | 99.35% | 99.35% |
05/11/2024 | 18.04% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 985,006 | 480,923 | 49,711 CHF | 29,155 CHF | 99.38% | 99.38% |
04/11/2024 | 18.30% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 989,701 | 477,265 | 49,181 CHF | 28,514 CHF | 97.49% | 97.49% |
01/11/2024 | 19.47% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 988,854 | 349,270 | 46,101 CHF | 20,090 CHF | 97.86% | 97.86% |
31/10/2024 | 19.30% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 346,711 | 46,946 CHF | 19,997 CHF | 99.38% | 99.38% |