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 | 0.70% | 2.80 | 2.82 | 200'000 | 200'000 | 200'000 | 200'000 | 566'634 | 570'635 | 14.56% | 99.46% |
14.12.2023 | 0.74% | 2.76 | 2.78 | 200'000 | 200'000 | 197'301 | 197'301 | 541'950 | 545'923 | 89.99% | 89.99% |
13.12.2023 | 0.76% | 2.61 | 2.63 | 200'000 | 200'000 | 200'000 | 200'000 | 525'751 | 529'751 | 99.56% | 99.56% |
12.12.2023 | 0.77% | 2.60 | 2.62 | 200'000 | 200'000 | 200'000 | 200'000 | 517'921 | 521'921 | 99.42% | 99.42% |
11.12.2023 | 0.76% | 2.61 | 2.63 | 200'000 | 200'000 | 200'000 | 200'000 | 523'194 | 527'194 | 97.43% | 97.43% |
08.12.2023 | 0.78% | 2.59 | 2.61 | 200'000 | 200'000 | 200'000 | 200'000 | 511'599 | 515'599 | 97.55% | 97.55% |
07.12.2023 | 0.80% | 2.52 | 2.54 | 200'000 | 200'000 | 200'000 | 200'000 | 497'769 | 501'769 | 99.58% | 99.58% |
06.12.2023 | 0.78% | 2.55 | 2.57 | 200'000 | 200'000 | 200'000 | 200'000 | 509'235 | 513'235 | 100.00% | 100.00% |
05.12.2023 | 0.87% | 2.46 | 2.48 | 200'000 | 200'000 | 186'422 | 186'422 | 458'369 | 462'233 | 99.83% | 99.83% |