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 | - | - |
23.10.2023 | 7.02% | 0.09 | 0.10 | 154'000 | 154'000 | 151'410 | 151'410 | 22'956 | 24'608 | 9.66% | 9.66% |
20.10.2023 | 6.70% | 0.19 | 0.20 | 150'000 | 150'000 | 149'249 | 149'249 | 29'266 | 31'299 | 100.00% | 100.00% |
19.10.2023 | 6.19% | 0.26 | 0.28 | 146'000 | 146'000 | 143'929 | 143'929 | 45'281 | 48'160 | 99.90% | 99.90% |
18.10.2023 | 6.11% | 0.29 | 0.31 | 145'000 | 145'000 | 143'734 | 143'734 | 45'926 | 48'801 | 99.61% | 99.61% |
17.10.2023 | 2.45% | 0.42 | 0.44 | 140'000 | 140'000 | 129'846 | 129'846 | 77'580 | 79'308 | 99.92% | 99.92% |
16.10.2023 | 0.92% | 1.11 | 1.12 | 118'000 | 118'000 | 118'232 | 118'232 | 128'267 | 129'449 | 99.29% | 99.29% |
13.10.2023 | 0.94% | 1.05 | 1.06 | 119'000 | 119'000 | 118'980 | 118'980 | 125'957 | 127'147 | 99.76% | 99.76% |
12.10.2023 | 0.83% | 1.18 | 1.19 | 116'000 | 116'000 | 115'203 | 115'203 | 138'330 | 139'482 | 100.00% | 100.00% |
11.10.2023 | 0.83% | 1.18 | 1.19 | 116'000 | 116'000 | 115'066 | 115'066 | 138'720 | 139'870 | 99.76% | 99.76% |