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 | 3.16% | 0.60 | 0.62 | 90'000 | 50'000 | 84'951 | 50'000 | 52'957 | 32'198 | 100.00% | 100.00% |
14.12.2023 | 2.94% | 0.66 | 0.68 | 80'000 | 50'000 | 77'997 | 49'365 | 53'021 | 34'601 | 95.64% | 95.64% |
13.12.2023 | 2.78% | 0.72 | 0.74 | 70'000 | 50'000 | 77'218 | 50'000 | 54'746 | 36'472 | 95.57% | 95.57% |
12.12.2023 | 3.05% | 0.66 | 0.68 | 80'000 | 50'000 | 80'824 | 50'000 | 52'138 | 33'267 | 99.42% | 99.42% |
11.12.2023 | 3.13% | 0.65 | 0.67 | 80'000 | 50'000 | 83'831 | 50'000 | 52'739 | 32'485 | 100.00% | 100.00% |
08.12.2023 | 3.43% | 0.60 | 0.62 | 90'000 | 50'000 | 90'449 | 50'000 | 51'810 | 29'647 | 97.76% | 97.76% |
07.12.2023 | 3.46% | 0.57 | 0.59 | 90'000 | 50'000 | 90'485 | 50'000 | 51'417 | 29'417 | 99.58% | 99.58% |
06.12.2023 | 3.10% | 0.61 | 0.63 | 90'000 | 50'000 | 82'285 | 50'000 | 52'271 | 32'794 | 93.71% | 93.71% |
05.12.2023 | 1.68% | 0.61 | 0.63 | 90'000 | 50'000 | 83'701 | 50'000 | 52'731 | 32'072 | 100.00% | 100.00% |