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 | 0.67% | 3.00 | 3.02 | 200'000 | 200'000 | 200'000 | 200'000 | 597'920 | 601'920 | 99.46% | 99.46% |
14.12.2023 | 0.69% | 2.96 | 2.98 | 200'000 | 200'000 | 197'202 | 197'202 | 581'283 | 585'255 | 86.74% | 86.74% |
13.12.2023 | 0.70% | 2.81 | 2.83 | 200'000 | 200'000 | 200'000 | 200'000 | 565'751 | 569'751 | 99.56% | 99.56% |
12.12.2023 | 0.71% | 2.80 | 2.82 | 200'000 | 200'000 | 200'000 | 200'000 | 557'921 | 561'921 | 99.42% | 99.42% |
11.12.2023 | 0.71% | 2.81 | 2.83 | 200'000 | 200'000 | 200'000 | 200'000 | 563'194 | 567'194 | 97.43% | 97.43% |
08.12.2023 | 0.72% | 2.79 | 2.81 | 200'000 | 200'000 | 200'000 | 200'000 | 551'599 | 555'599 | 97.55% | 97.55% |
07.12.2023 | 0.74% | 2.72 | 2.74 | 200'000 | 200'000 | 200'000 | 200'000 | 537'770 | 541'770 | 99.57% | 99.57% |
06.12.2023 | 0.73% | 2.75 | 2.77 | 200'000 | 200'000 | 200'000 | 200'000 | 549'235 | 553'235 | 100.00% | 100.00% |
05.12.2023 | 0.80% | 2.66 | 2.68 | 200'000 | 200'000 | 186'422 | 186'422 | 495'653 | 499'518 | 99.83% | 99.83% |