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 | 25.17% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 996,572 | 250,000 | 34,642 CHF | 11,191 CHF | 97.84% | 97.84% |
22/11/2024 | 27.93% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 30,914 CHF | 10,229 CHF | 99.39% | 99.39% |
20/11/2024 | 31.20% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 993,222 | 250,000 | 27,069 CHF | 9,310 CHF | 99.39% | 99.39% |
19/11/2024 | 29.41% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 995,735 | 250,000 | 28,995 CHF | 9,781 CHF | 99.27% | 99.27% |
18/11/2024 | 26.95% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 32,273 CHF | 10,568 CHF | 99.28% | 99.28% |
15/11/2024 | 21.83% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 994,028 | 254,070 | 40,644 CHF | 12,924 CHF | 99.38% | 99.38% |
14/11/2024 | 17.50% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 935,035 | 422,463 | 48,919 CHF | 26,714 CHF | 99.35% | 99.35% |
13/11/2024 | 14.84% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 811,992 | 412,505 | 50,674 CHF | 29,881 CHF | 99.35% | 99.35% |
12/11/2024 | 14.12% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 765,183 | 393,689 | 50,397 CHF | 29,875 CHF | 99.07% | 99.07% |
11/11/2024 | 13.34% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 724,624 | 375,283 | 50,710 CHF | 30,016 CHF | 99.27% | 99.27% |