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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 16.33% | 0.06 CHF | 0.07 CHF | 757'300 | 757'300 | 764'303 | 764'303 | 43'084 CHF | 50'727 CHF | 100.00% | 100.00% |
20.11.2024 | 19.21% | 0.04 CHF | 0.05 CHF | 1'663'700 | 1'663'700 | 1'643'550 | 1'643'550 | 77'759 CHF | 94'194 CHF | 100.00% | 100.00% |
19.11.2024 | 18.84% | 0.05 CHF | 0.06 CHF | 1'556'000 | 1'556'000 | 1'552'480 | 1'552'480 | 74'860 CHF | 90'384 CHF | 100.00% | 100.00% |
18.11.2024 | 20.95% | 0.05 CHF | 0.06 CHF | 1'444'900 | 1'444'900 | 1'462'750 | 1'462'750 | 63'004 CHF | 77'632 CHF | 41.29% | 100.00% |
15.11.2024 | - | 0.06 CHF | - CHF | 843'900 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
14.11.2024 | - | 0.11 CHF | 0.12 CHF | 1'180'300 | 12'180 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
13.11.2024 | 15.09% | 0.06 CHF | 0.07 CHF | 1'228'700 | 1'228'700 | 1'221'780 | 1'221'780 | 74'919 CHF | 87'137 CHF | 100.00% | 100.00% |
12.11.2024 | - | 0.07 CHF | - CHF | 1'256'400 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
11.11.2024 | - | 0.07 CHF | 0.08 CHF | 1'335'000 | 133'500 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
08.11.2024 | 15.59% | 0.06 CHF | 0.07 CHF | 1'298'500 | 1'298'500 | 1'294'950 | 1'294'950 | 77'013 CHF | 89'963 CHF | 100.00% | 100.00% |