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 | 6.81% | 0.02 | 0.03 | 135'000 | 135'000 | 124'196 | 124'196 | 21'227 | 22'517 | 61.07% | 61.08% |
16.10.2023 | 1.80% | 0.58 | 0.59 | 118'000 | 118'000 | 118'232 | 118'232 | 65'228 | 66'410 | 99.29% | 99.29% |
13.10.2023 | 1.89% | 0.51 | 0.52 | 119'000 | 119'000 | 118'980 | 118'980 | 62'567 | 63'757 | 99.75% | 99.75% |
12.10.2023 | 1.48% | 0.65 | 0.66 | 116'000 | 116'000 | 115'203 | 115'203 | 77'038 | 78'190 | 100.00% | 100.00% |
11.10.2023 | 1.47% | 0.65 | 0.66 | 116'000 | 116'000 | 115'066 | 115'066 | 77'500 | 78'651 | 99.76% | 99.76% |
10.10.2023 | 1.62% | 0.68 | 0.69 | 115'000 | 115'000 | 116'555 | 116'555 | 71'567 | 72'733 | 100.00% | 100.00% |
09.10.2023 | 1.58% | 0.62 | 0.63 | 116'000 | 116'000 | 116'029 | 116'029 | 73'002 | 74'162 | 97.17% | 97.17% |
06.10.2023 | 1.73% | 0.61 | 0.62 | 117'000 | 117'000 | 117'707 | 117'707 | 67'683 | 68'860 | 98.89% | 98.89% |
05.10.2023 | 1.80% | 0.52 | 0.53 | 119'000 | 119'000 | 118'352 | 118'352 | 65'149 | 66'333 | 92.83% | 92.83% |