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 | - | - | 0.01 | 0 | 50'000 | 0 | 0 | 0 | 0 | 0.00% | 67.00% |
14.12.2023 | - | 0.05 | 0.01 | 473'134 | 50'000 | 0 | 0 | 0 | 0 | 0.00% | 92.28% |
13.12.2023 | 22.66% | 0.04 | 0.05 | 500'000 | 100'000 | 493'497 | 100'000 | 20'401 | 5'155 | 89.80% | 89.80% |
12.12.2023 | 56.42% | 0.03 | 0.04 | 500'000 | 100'000 | 500'000 | 100'000 | 7'103 | 2'421 | 95.12% | 95.12% |
11.12.2023 | 61.96% | 0.02 | 0.03 | 500'000 | 100'000 | 500'000 | 100'000 | 5'882 | 2'176 | 100.00% | 100.00% |
08.12.2023 | 40.52% | 0.02 | 0.03 | 500'000 | 100'000 | 500'000 | 100'000 | 10'033 | 3'007 | 96.77% | 96.77% |
07.12.2023 | 33.93% | 0.02 | 0.03 | 500'000 | 100'000 | 500'000 | 100'000 | 12'654 | 3'531 | 92.99% | 92.99% |
06.12.2023 | 22.80% | 0.03 | 0.04 | 500'000 | 100'000 | 500'000 | 100'000 | 19'797 | 4'959 | 99.49% | 99.49% |
05.12.2023 | 25.74% | 0.03 | 0.04 | 500'000 | 100'000 | 500'000 | 100'000 | 17'323 | 4'465 | 94.34% | 94.34% |