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 | - | - |
23.10.2023 | 13.83% | 0.03 | 0.04 | 154'000 | 154'000 | 151'320 | 151'320 | 12'031 | 13'687 | 9.33% | 9.33% |
20.10.2023 | 10.58% | 0.12 | 0.13 | 150'000 | 150'000 | 149'248 | 149'248 | 18'285 | 20'317 | 100.00% | 100.00% |
19.10.2023 | 7.49% | 0.20 | 0.21 | 146'000 | 146'000 | 143'929 | 143'929 | 34'853 | 37'564 | 99.91% | 99.91% |
18.10.2023 | 7.03% | 0.22 | 0.24 | 145'000 | 145'000 | 143'734 | 143'734 | 36'169 | 38'807 | 99.61% | 99.61% |
17.10.2023 | 2.86% | 0.35 | 0.37 | 140'000 | 140'000 | 129'846 | 129'846 | 67'558 | 69'286 | 99.93% | 99.93% |
16.10.2023 | 0.99% | 1.03 | 1.04 | 118'000 | 118'000 | 118'232 | 118'232 | 119'225 | 120'407 | 99.30% | 99.30% |
13.10.2023 | 1.01% | 0.97 | 0.98 | 119'000 | 119'000 | 118'980 | 118'980 | 116'864 | 118'054 | 99.75% | 99.75% |
12.10.2023 | 0.88% | 1.10 | 1.11 | 116'000 | 116'000 | 115'203 | 115'203 | 129'767 | 130'919 | 100.00% | 100.00% |
11.10.2023 | 0.88% | 1.11 | 1.12 | 116'000 | 116'000 | 115'066 | 115'066 | 130'153 | 131'304 | 99.77% | 99.77% |