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 | - | 0.09 | 0.13 | 5'350 | 5'350 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
17.11.2023 | 4.25% | 0.24 | 0.25 | 493'000 | 493'000 | 492'931 | 492'931 | 113'542 | 118'471 | 98.81% | 98.81% |
16.11.2023 | 4.93% | 0.20 | 0.21 | 512'000 | 512'000 | 503'824 | 503'824 | 99'787 | 104'825 | 98.02% | 98.02% |
15.11.2023 | 4.74% | 0.22 | 0.23 | 493'000 | 493'000 | 496'120 | 496'120 | 102'339 | 107'300 | 98.69% | 98.69% |
14.11.2023 | 5.32% | 0.20 | 0.21 | 493'000 | 493'000 | 505'567 | 505'567 | 92'973 | 98'029 | 97.91% | 97.91% |
13.11.2023 | 5.45% | 0.18 | 0.19 | 512'000 | 512'000 | 511'923 | 511'923 | 91'551 | 96'670 | 98.91% | 98.91% |
10.11.2023 | 5.04% | 0.19 | 0.20 | 512'000 | 512'000 | 507'059 | 507'059 | 98'501 | 103'572 | 98.23% | 98.23% |
09.11.2023 | 3.77% | 0.26 | 0.27 | 493'000 | 493'000 | 492'912 | 492'912 | 128'628 | 133'557 | 99.39% | 99.39% |
08.11.2023 | 4.15% | 0.24 | 0.25 | 493'000 | 493'000 | 494'260 | 494'260 | 117'270 | 122'213 | 94.32% | 94.32% |