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 | - | - |
19.04.2024 | 100.00% | 0.01 | 0.02 | 1'000'000 | 250'000 | 999'966 | 250'000 | 5'000 | 3'750 | 100.00% | 100.00% |
18.04.2024 | 39.31% | 0.01 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 21'565 | 7'891 | 100.00% | 100.00% |
17.04.2024 | 21.21% | 0.05 | 0.06 | 1'000'000 | 250'000 | 972'793 | 283'408 | 41'730 | 15'569 | 100.00% | 100.00% |
16.04.2024 | 8.93% | 0.12 | 0.13 | 425'000 | 425'000 | 481'833 | 403'793 | 51'686 | 48'969 | 100.00% | 100.00% |
15.04.2024 | 19.40% | 0.07 | 0.08 | 1'000'000 | 500'000 | 971'362 | 373'392 | 46'377 | 22'420 | 100.00% | 100.00% |
12.04.2024 | 15.02% | 0.20 | 0.21 | 375'000 | 375'000 | 802'670 | 381'359 | 50'682 | 32'464 | 96.64% | 96.64% |
11.04.2024 | 11.42% | 0.10 | 0.11 | 475'000 | 475'000 | 614'895 | 374'252 | 50'733 | 35'802 | 99.61% | 99.61% |
10.04.2024 | 14.49% | 0.07 | 0.08 | 850'000 | 425'000 | 797'894 | 425'950 | 50'958 | 32'309 | 99.18% | 99.18% |
09.04.2024 | 14.16% | 0.09 | 0.10 | 600'000 | 300'000 | 777'350 | 395'235 | 51'055 | 29'925 | 100.00% | 100.00% |