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 |
---|---|---|---|---|---|---|---|---|---|---|---|
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% |
07/11/2024 | 15,77% | 0,06 CHF | 0,07 CHF | 1 485 200 | 1 485 200 | 1 494 370 | 1 494 370 | 87 523 CHF | 102 467 CHF | 100,00% | 100,00% |