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 | - | - |
18.09.2023 | 5.54% | 0.01 | 0.02 | 104'000 | 104'000 | 100'334 | 100'334 | 19'401 | 20'405 | 62.55% | 62.55% |
15.09.2023 | 1.57% | 0.63 | 0.64 | 91'000 | 91'000 | 91'074 | 91'074 | 57'642 | 58'553 | 100.00% | 100.00% |
14.09.2023 | 1.92% | 0.57 | 0.58 | 92'000 | 92'000 | 93'558 | 93'558 | 48'359 | 49'295 | 100.00% | 100.00% |
13.09.2023 | 2.15% | 0.53 | 0.54 | 93'000 | 93'000 | 94'440 | 94'440 | 43'634 | 44'579 | 99.80% | 99.80% |
12.09.2023 | 1.93% | 0.50 | 0.51 | 94'000 | 94'000 | 93'443 | 93'443 | 47'895 | 48'830 | 100.00% | 100.00% |
11.09.2023 | 1.85% | 0.54 | 0.55 | 93'000 | 93'000 | 93'050 | 93'050 | 50'019 | 50'949 | 100.00% | 100.00% |
08.09.2023 | 1.86% | 0.52 | 0.53 | 93'000 | 93'000 | 93'020 | 93'020 | 49'601 | 50'531 | 100.00% | 100.00% |
07.09.2023 | 1.70% | 0.60 | 0.61 | 92'000 | 92'000 | 92'165 | 92'165 | 53'832 | 54'754 | 100.00% | 100.00% |
06.09.2023 | 1.59% | 0.63 | 0.64 | 91'000 | 91'000 | 91'535 | 91'535 | 57'050 | 57'966 | 100.00% | 100.00% |