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 |
---|---|---|---|---|---|---|---|---|---|---|---|
- | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | - | - |
30.10.2023 | 0.84% | 2'857.61 | 2'881.61 | 500 | 500 | 500 | 500 | 1'428'890 | 1'440'890 | 100.00% | 100.00% |
27.10.2023 | 0.84% | 2'834.45 | 2'858.45 | 500 | 500 | 500 | 500 | 1'419'500 | 1'431'500 | 100.00% | 100.00% |
26.10.2023 | 0.85% | 2'819.19 | 2'843.19 | 500 | 500 | 500 | 500 | 1'408'740 | 1'420'740 | 100.00% | 100.00% |
25.10.2023 | 0.83% | 2'877.28 | 2'901.28 | 500 | 500 | 500 | 500 | 1'442'870 | 1'454'870 | 97.99% | 97.99% |
24.10.2023 | 0.83% | 2'918.03 | 2'942.03 | 500 | 500 | 500 | 500 | 1'446'800 | 1'458'800 | 100.00% | 100.00% |
23.10.2023 | 0.84% | 2'870.45 | 2'894.45 | 500 | 500 | 500 | 500 | 1'426'630 | 1'438'630 | 100.00% | 100.00% |
20.10.2023 | 0.82% | 2'875.03 | 2'899.03 | 500 | 500 | 500 | 500 | 1'450'550 | 1'462'550 | 100.00% | 100.00% |
19.10.2023 | 0.81% | 2'936.56 | 2'960.56 | 500 | 500 | 500 | 500 | 1'467'760 | 1'479'760 | 100.00% | 100.00% |
18.10.2023 | 0.81% | 2'955.89 | 2'979.89 | 500 | 500 | 500 | 500 | 1'483'370 | 1'495'370 | 100.00% | 100.00% |