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 |
---|---|---|---|---|---|---|---|---|---|---|---|
03.12.2024 | 3.38% | 4.37 CHF | 4.52 CHF | 17'524 | 2'000 | 17'058 | 1'971 | 76'043 CHF | 9'094 CHF | 100.00% | 100.00% |
02.12.2024 | 3.92% | 4.17 CHF | 4.36 CHF | 14'156 | 2'000 | 14'237 | 2'000 | 66'055 CHF | 9'649 CHF | 100.00% | 100.00% |
29.11.2024 | 3.60% | 5.14 CHF | 5.34 CHF | 10'000 | 2'000 | 10'000 | 2'000 | 54'109 CHF | 11'218 CHF | 100.00% | 100.00% |
28.11.2024 | 4.84% | 5.14 CHF | 5.38 CHF | 10'000 | 1'000 | 10'332 | 1'000 | 50'898 CHF | 5'178 CHF | 84.23% | 84.23% |
27.11.2024 | 2.89% | 6.72 CHF | 6.90 CHF | 10'000 | 2'000 | 10'000 | 2'000 | 62'965 CHF | 12'962 CHF | 99.56% | 99.56% |