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 | 1.92% | 1.00 | 1.02 | 50'000 | 50'000 | 50'000 | 50'000 | 51'629 | 52'629 | 100.00% | 100.00% |
14.12.2023 | 1.81% | 1.08 | 1.10 | 50'000 | 50'000 | 49'363 | 49'363 | 54'764 | 55'757 | 95.25% | 95.25% |
13.12.2023 | 1.73% | 1.16 | 1.18 | 50'000 | 50'000 | 50'000 | 50'000 | 57'372 | 58'372 | 95.57% | 95.57% |
12.12.2023 | 1.87% | 1.08 | 1.10 | 50'000 | 50'000 | 50'000 | 50'000 | 53'104 | 54'104 | 99.42% | 99.42% |
11.12.2023 | 1.90% | 1.07 | 1.09 | 50'000 | 50'000 | 50'000 | 50'000 | 52'068 | 53'068 | 100.00% | 100.00% |
08.12.2023 | 2.05% | 1.00 | 1.02 | 50'000 | 50'000 | 59'212 | 50'000 | 57'107 | 49'247 | 97.76% | 97.76% |
07.12.2023 | 2.06% | 0.97 | 0.99 | 60'000 | 50'000 | 59'984 | 50'000 | 57'521 | 48'948 | 99.58% | 99.58% |
06.12.2023 | 1.89% | 1.01 | 1.03 | 50'000 | 50'000 | 50'059 | 50'000 | 52'508 | 53'449 | 93.71% | 93.71% |
05.12.2023 | 1.02% | 1.01 | 1.03 | 50'000 | 50'000 | 50'000 | 50'000 | 52'102 | 52'633 | 100.00% | 100.00% |