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 | 17.58% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 944,472 | 437,381 | 49,120 CHF | 27,358 CHF | 99.39% | 99.39% |
12/11/2024 | 21.14% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 989,783 | 259,411 | 42,040 CHF | 13,657 CHF | 99.03% | 99.03% |
11/11/2024 | 21.38% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 252,619 | 41,940 CHF | 13,142 CHF | 99.27% | 99.27% |
08/11/2024 | 21.94% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 993,212 | 250,000 | 40,453 CHF | 12,681 CHF | 99.38% | 99.38% |
07/11/2024 | 25.76% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 994,810 | 250,474 | 33,904 CHF | 11,058 CHF | 99.24% | 99.24% |
06/11/2024 | 13.84% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 749,209 | 385,548 | 50,367 CHF | 29,799 CHF | 99.35% | 99.35% |
05/11/2024 | 11.98% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 640,650 | 331,987 | 50,300 CHF | 29,381 CHF | 99.39% | 99.39% |
04/11/2024 | 11.33% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 603,968 | 308,306 | 50,288 CHF | 28,745 CHF | 97.50% | 97.50% |
01/11/2024 | 12.03% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 647,413 | 338,676 | 50,611 CHF | 29,951 CHF | 97.91% | 97.91% |
31/10/2024 | 13.28% | 0.07 CHF | 0.08 CHF | 675,000 | 350,000 | 719,220 | 372,111 | 50,587 CHF | 29,896 CHF | 99.38% | 99.38% |