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 | - | - |
15.12.2023 | 0.73% | 2.69 | 2.71 | 100'000 | 100'000 | 100'000 | 100'000 | 271'583 | 273'583 | 80.65% | 80.65% |
14.12.2023 | 0.84% | 2.77 | 2.79 | 100'000 | 100'000 | 83'698 | 83'698 | 230'565 | 232'402 | 33.30% | 33.30% |
13.12.2023 | 0.88% | 2.54 | 2.56 | 100'000 | 100'000 | 88'850 | 88'850 | 224'169 | 226'058 | 94.81% | 94.81% |
12.12.2023 | 0.82% | 2.45 | 2.47 | 100'000 | 100'000 | 99'958 | 99'958 | 242'594 | 244'594 | 77.74% | 77.74% |
11.12.2023 | 0.84% | 2.41 | 2.43 | 100'000 | 100'000 | 100'000 | 100'000 | 237'508 | 239'508 | 97.41% | 97.41% |
08.12.2023 | 0.88% | 2.35 | 2.37 | 100'000 | 100'000 | 98'040 | 98'040 | 225'759 | 227'740 | 96.94% | 96.94% |
07.12.2023 | 0.93% | 2.20 | 2.22 | 100'000 | 100'000 | 98'970 | 98'970 | 215'045 | 217'034 | 99.38% | 99.38% |
06.12.2023 | 0.98% | 2.22 | 2.24 | 100'000 | 100'000 | 94'556 | 94'556 | 203'079 | 205'025 | 100.00% | 100.00% |
05.12.2023 | 0.57% | 2.13 | 2.15 | 100'000 | 100'000 | 100'000 | 100'000 | 208'583 | 209'787 | 100.00% | 100.00% |