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 | - | - |
27.11.2023 | 15.02% | 0.05 | 0.06 | 650'000 | 650'000 | 629'812 | 629'812 | 38'908 | 45'208 | 97.78% | 97.78% |
24.11.2023 | 10.84% | 0.09 | 0.10 | 630'000 | 630'000 | 627'798 | 627'798 | 54'969 | 61'247 | 98.66% | 98.66% |
23.11.2023 | 10.26% | 0.10 | 0.11 | 630'000 | 630'000 | 626'126 | 626'126 | 58'200 | 64'461 | 99.02% | 99.02% |
22.11.2023 | 9.09% | 0.10 | 0.11 | 630'000 | 630'000 | 614'578 | 614'578 | 64'904 | 71'050 | 99.47% | 99.47% |
21.11.2023 | 6.12% | 0.16 | 0.17 | 591'000 | 591'000 | 591'905 | 591'905 | 93'854 | 99'773 | 99.43% | 99.43% |
20.11.2023 | 7.12% | 0.16 | 0.17 | 591'000 | 591'000 | 604'514 | 604'514 | 84'534 | 90'671 | 93.85% | 93.85% |
17.11.2023 | 1.94% | 0.52 | 0.53 | 493'000 | 493'000 | 492'932 | 492'932 | 251'991 | 256'920 | 98.81% | 98.81% |
16.11.2023 | 2.07% | 0.48 | 0.49 | 512'000 | 512'000 | 503'828 | 503'828 | 241'470 | 246'509 | 98.02% | 98.02% |
15.11.2023 | 2.03% | 0.49 | 0.50 | 493'000 | 493'000 | 496'120 | 496'120 | 242'138 | 247'099 | 98.69% | 98.69% |