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 | 0.13 | 85'000 | 85'000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
23.10.2023 | 4.48% | 0.21 | 0.22 | 85'000 | 85'000 | 84'946 | 85'000 | 18'659 | 19'520 | 100.00% | 100.00% |
20.10.2023 | 4.16% | 0.24 | 0.25 | 85'000 | 85'000 | 85'000 | 85'000 | 20'076 | 20'926 | 100.00% | 100.00% |
19.10.2023 | 4.26% | 0.22 | 0.23 | 85'000 | 85'000 | 84'998 | 84'934 | 19'655 | 20'490 | 99.76% | 99.76% |
18.10.2023 | 2.00% | 0.46 | 0.47 | 85'000 | 79'000 | 85'000 | 84'989 | 42'080 | 42'925 | 100.00% | 100.00% |
17.10.2023 | 1.90% | 0.51 | 0.52 | 85'000 | 85'000 | 85'000 | 85'000 | 44'306 | 45'156 | 100.00% | 100.00% |
16.10.2023 | 2.02% | 0.49 | 0.50 | 85'000 | 85'000 | 85'000 | 85'000 | 41'889 | 42'739 | 100.00% | 100.00% |
13.10.2023 | 1.81% | 0.57 | 0.58 | 85'000 | 85'000 | 85'000 | 85'000 | 46'695 | 47'545 | 98.31% | 98.31% |
12.10.2023 | 1.78% | 0.53 | 0.54 | 85'000 | 85'000 | 85'000 | 85'000 | 47'237 | 48'087 | 100.00% | 100.00% |