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 | - | - |
28.12.2023 | 0.50% | 100.70 | 101.20 | 224'000 | 224'000 | 224'000 | 224'000 | 225'564 | 226'684 | 100.00% | 100.00% |
27.12.2023 | 0.50% | 100.67 | 101.17 | 226'000 | 226'000 | 226'000 | 226'000 | 227'484 | 228'614 | 100.00% | 100.00% |
22.12.2023 | 0.50% | 100.74 | 101.24 | 226'000 | 226'000 | 226'481 | 226'481 | 228'146 | 229'278 | 100.00% | 100.00% |
21.12.2023 | 0.50% | 100.68 | 101.18 | 227'000 | 227'000 | 227'481 | 227'481 | 229'001 | 230'138 | 100.00% | 100.00% |
20.12.2023 | 0.50% | 100.74 | 101.24 | 228'000 | 228'000 | 227'519 | 227'519 | 229'214 | 230'352 | 100.00% | 100.00% |
19.12.2023 | 0.50% | 100.77 | 101.27 | 228'000 | 228'000 | 228'000 | 228'000 | 229'699 | 230'839 | 100.00% | 100.00% |
18.12.2023 | 0.50% | 100.73 | 101.23 | 229'000 | 229'000 | 229'000 | 229'000 | 230'706 | 231'851 | 100.00% | 100.00% |
15.12.2023 | 0.49% | 100.77 | 101.27 | 227'000 | 227'000 | 227'000 | 227'000 | 228'801 | 229'936 | 100.00% | 100.00% |
14.12.2023 | 0.49% | 100.84 | 101.34 | 228'000 | 228'000 | 228'469 | 228'469 | 230'418 | 231'560 | 97.75% | 97.75% |