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 | - | - |
17.10.2023 | - | 0.27 | 0.34 | 6'000 | 6'000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
16.10.2023 | 3.06% | 0.35 | 0.36 | 118'000 | 118'000 | 118'232 | 118'232 | 38'158 | 39'340 | 99.29% | 99.29% |
13.10.2023 | 3.32% | 0.29 | 0.30 | 119'000 | 119'000 | 118'980 | 118'980 | 35'344 | 36'534 | 99.75% | 99.75% |
12.10.2023 | 2.25% | 0.42 | 0.43 | 116'000 | 116'000 | 115'203 | 115'203 | 50'645 | 51'797 | 100.00% | 100.00% |
11.10.2023 | 2.23% | 0.42 | 0.43 | 116'000 | 116'000 | 115'066 | 115'066 | 51'153 | 52'304 | 99.76% | 99.76% |
10.10.2023 | 2.55% | 0.45 | 0.46 | 115'000 | 115'000 | 116'546 | 116'546 | 45'185 | 46'351 | 97.85% | 97.85% |
09.10.2023 | 2.45% | 0.39 | 0.40 | 116'000 | 116'000 | 116'029 | 116'029 | 46'854 | 48'015 | 97.16% | 97.16% |
06.10.2023 | 2.82% | 0.38 | 0.39 | 117'000 | 117'000 | 117'707 | 117'707 | 41'216 | 42'393 | 98.89% | 98.89% |
05.10.2023 | 3.02% | 0.30 | 0.31 | 119'000 | 119'000 | 118'352 | 118'352 | 38'641 | 39'825 | 92.81% | 92.81% |