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 | 10.10% | 0.28 | 0.31 | 50'000 | 50'000 | 50'000 | 50'000 | 14'108 | 15'608 | 77.40% | 77.40% |
14.12.2023 | 8.07% | 0.29 | 0.32 | 50'000 | 50'000 | 50'000 | 50'000 | 18'039 | 19'539 | 91.59% | 91.59% |
13.12.2023 | 3.76% | 0.52 | 0.54 | 100'000 | 100'000 | 100'405 | 100'000 | 52'453 | 54'256 | 90.48% | 90.48% |
12.12.2023 | 4.34% | 0.49 | 0.51 | 110'000 | 100'000 | 116'436 | 100'000 | 52'540 | 47'188 | 95.12% | 95.12% |
11.12.2023 | 4.62% | 0.45 | 0.47 | 120'000 | 100'000 | 122'764 | 100'000 | 51'945 | 44'365 | 100.00% | 100.00% |
08.12.2023 | 4.45% | 0.43 | 0.45 | 120'000 | 100'000 | 119'488 | 100'000 | 52'473 | 45'924 | 96.67% | 96.67% |
07.12.2023 | 4.44% | 0.44 | 0.46 | 120'000 | 100'000 | 119'892 | 100'000 | 52'847 | 46'081 | 98.14% | 98.14% |
06.12.2023 | 4.21% | 0.46 | 0.48 | 110'000 | 100'000 | 111'064 | 100'000 | 51'678 | 48'554 | 95.13% | 95.13% |
05.12.2023 | 4.39% | 0.45 | 0.47 | 120'000 | 100'000 | 117'828 | 100'000 | 52'539 | 46'625 | 82.16% | 82.16% |