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 | 0.98% | 101.50 % | 102.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'750 CHF | 256'250 CHF | 100.00% | 100.00% |
19.11.2024 | 0.98% | 101.50 % | 102.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'750 CHF | 256'250 CHF | 100.00% | 100.00% |
18.11.2024 | 0.98% | 101.50 % | 102.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'750 CHF | 256'250 CHF | 100.00% | 100.00% |
15.11.2024 | 0.98% | 101.50 % | 102.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'750 CHF | 256'250 CHF | 100.00% | 100.00% |
14.11.2024 | 0.98% | 101.50 % | 102.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'750 CHF | 256'250 CHF | 100.00% | 100.00% |
13.11.2024 | 0.98% | 101.50 % | 102.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'750 CHF | 256'250 CHF | 100.00% | 100.00% |
12.11.2024 | 0.98% | 101.50 % | 102.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'750 CHF | 256'250 CHF | 100.00% | 100.00% |
11.11.2024 | 0.98% | 101.20 % | 102.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'000 CHF | 255'500 CHF | 100.00% | 100.00% |
08.11.2024 | 0.98% | 101.20 % | 102.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'000 CHF | 255'500 CHF | 100.00% | 100.00% |
07.11.2024 | 0.98% | 101.20 % | 102.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'000 CHF | 255'500 CHF | 100.00% | 100.00% |