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 | - | - |
24.10.2023 | - | 0.12 | 0.14 | 40'000 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
23.10.2023 | 4.61% | 0.20 | 0.21 | 99'000 | 99'000 | 98'896 | 98'896 | 21'060 | 22'049 | 100.00% | 100.00% |
20.10.2023 | 4.29% | 0.24 | 0.25 | 98'000 | 98'000 | 98'278 | 98'278 | 22'499 | 23'482 | 100.00% | 100.00% |
19.10.2023 | 4.39% | 0.22 | 0.23 | 99'000 | 99'000 | 98'776 | 98'797 | 22'151 | 23'143 | 100.00% | 100.00% |
18.10.2023 | 2.03% | 0.45 | 0.46 | 94'000 | 94'000 | 93'995 | 93'995 | 45'891 | 46'831 | 100.00% | 100.00% |
17.10.2023 | 1.93% | 0.50 | 0.51 | 94'000 | 94'000 | 93'522 | 93'522 | 48'118 | 49'053 | 100.00% | 100.00% |
16.10.2023 | 2.04% | 0.49 | 0.50 | 94'000 | 94'000 | 93'925 | 93'925 | 45'682 | 46'621 | 100.00% | 100.00% |
13.10.2023 | 1.83% | 0.56 | 0.57 | 93'000 | 93'000 | 93'601 | 93'601 | 50'685 | 51'621 | 100.00% | 100.00% |
12.10.2023 | 2.14% | 0.53 | 0.54 | 94'000 | 94'000 | 91'563 | 91'563 | 50'205 | 51'138 | 100.00% | 100.00% |