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 | - | - |
20.11.2023 | 18.86% | 0.04 | 0.06 | 591'000 | 591'000 | 571'697 | 571'697 | 43'674 | 52'250 | 2.20% | 2.20% |
17.11.2023 | 2.73% | 0.37 | 0.38 | 493'000 | 493'000 | 492'931 | 492'931 | 178'101 | 183'030 | 98.81% | 98.81% |
16.11.2023 | 2.99% | 0.33 | 0.34 | 512'000 | 512'000 | 503'824 | 503'824 | 165'940 | 170'978 | 98.02% | 98.02% |
15.11.2023 | 2.91% | 0.35 | 0.36 | 493'000 | 493'000 | 496'100 | 496'100 | 167'822 | 172'783 | 99.33% | 99.33% |
14.11.2023 | 3.13% | 0.33 | 0.34 | 493'000 | 493'000 | 505'567 | 505'567 | 159'081 | 164'137 | 97.92% | 97.92% |
13.11.2023 | 3.18% | 0.31 | 0.32 | 512'000 | 512'000 | 511'923 | 511'923 | 158'754 | 163'873 | 98.90% | 98.90% |
10.11.2023 | 3.04% | 0.32 | 0.33 | 512'000 | 512'000 | 507'061 | 507'061 | 164'607 | 169'678 | 98.22% | 98.22% |
09.11.2023 | 2.52% | 0.39 | 0.40 | 493'000 | 493'000 | 492'912 | 492'912 | 193'019 | 197'948 | 99.39% | 99.39% |
08.11.2023 | 2.69% | 0.37 | 0.38 | 493'000 | 493'000 | 494'260 | 494'260 | 181'801 | 186'744 | 94.32% | 94.32% |