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 | 24.11% | 0.01 | 0.02 | 650'000 | 650'000 | 629'957 | 629'957 | 23'362 | 29'663 | 98.50% | 98.50% |
24.11.2023 | 15.52% | 0.06 | 0.07 | 630'000 | 630'000 | 627'798 | 627'798 | 37'519 | 43'797 | 98.67% | 98.67% |
23.11.2023 | 14.53% | 0.07 | 0.08 | 630'000 | 630'000 | 626'135 | 626'135 | 40'288 | 46'549 | 99.02% | 99.02% |
22.11.2023 | 12.92% | 0.06 | 0.07 | 630'000 | 630'000 | 614'585 | 614'585 | 45'025 | 51'171 | 99.47% | 99.47% |
21.11.2023 | 7.64% | 0.12 | 0.13 | 591'000 | 591'000 | 591'906 | 591'906 | 74'697 | 80'616 | 99.43% | 99.43% |
20.11.2023 | 9.24% | 0.13 | 0.14 | 591'000 | 591'000 | 604'512 | 604'512 | 65'228 | 71'343 | 93.85% | 93.85% |
17.11.2023 | 2.07% | 0.49 | 0.50 | 493'000 | 493'000 | 492'929 | 492'929 | 236'332 | 241'262 | 98.81% | 98.81% |
16.11.2023 | 2.21% | 0.45 | 0.46 | 512'000 | 512'000 | 503'824 | 503'824 | 225'179 | 230'218 | 98.02% | 98.02% |
15.11.2023 | 2.18% | 0.46 | 0.47 | 493'000 | 493'000 | 496'120 | 496'120 | 225'385 | 230'347 | 98.69% | 98.69% |