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 | 2.19% | 0.90 | 0.92 | 200'000 | 200'000 | 200'000 | 200'000 | 180'887 | 184'887 | 96.64% | 96.64% |
14.12.2023 | 2.08% | 0.90 | 0.92 | 200'000 | 200'000 | 200'000 | 200'000 | 190'810 | 194'810 | 92.34% | 92.34% |
13.12.2023 | 1.82% | 1.07 | 1.09 | 200'000 | 200'000 | 200'000 | 200'000 | 217'730 | 221'730 | 98.64% | 98.64% |
12.12.2023 | 1.97% | 1.04 | 1.06 | 200'000 | 200'000 | 200'000 | 200'000 | 200'908 | 204'908 | 99.18% | 99.18% |
11.12.2023 | 2.15% | 0.98 | 1.00 | 200'000 | 200'000 | 200'000 | 200'000 | 184'577 | 188'577 | 100.00% | 100.00% |
08.12.2023 | 2.04% | 1.00 | 1.02 | 200'000 | 200'000 | 200'000 | 200'000 | 193'994 | 197'994 | 83.11% | 83.11% |
07.12.2023 | 2.01% | 0.99 | 1.01 | 200'000 | 200'000 | 200'000 | 200'000 | 196'626 | 200'626 | 91.78% | 91.78% |
06.12.2023 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
05.12.2023 | 2.33% | 0.89 | 0.91 | 300'000 | 300'000 | 300'000 | 300'000 | 254'565 | 260'565 | 57.58% | 57.58% |