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 | 5.39% | 0.23 | 0.24 | 50'000 | 50'000 | 21'948 | 21'948 | 6'483 | 6'818 | 99.95% | 99.95% |
16.10.2023 | 3.97% | 0.41 | 0.42 | 48'000 | 48'000 | 21'275 | 21'275 | 8'932 | 9'261 | 99.06% | 99.06% |
13.10.2023 | 3.04% | 0.70 | 0.71 | 44'000 | 44'000 | 19'762 | 19'762 | 14'593 | 14'954 | 99.61% | 99.61% |
12.10.2023 | 4.12% | 0.80 | 0.81 | 44'000 | 44'000 | 19'728 | 19'728 | 16'256 | 16'767 | 100.00% | 100.00% |
11.10.2023 | 4.95% | 0.90 | 0.91 | 42'000 | 42'000 | 19'039 | 19'039 | 17'324 | 17'978 | 99.72% | 99.72% |
10.10.2023 | 5.63% | 0.92 | 0.93 | 42'000 | 42'000 | 19'343 | 19'343 | 16'389 | 17'055 | 100.00% | 100.00% |
09.10.2023 | 5.31% | 0.68 | 0.69 | 44'000 | 44'000 | 19'725 | 19'725 | 15'569 | 16'226 | 97.16% | 97.16% |
06.10.2023 | 5.36% | 0.86 | 0.87 | 42'000 | 42'000 | 19'178 | 19'178 | 16'269 | 16'925 | 98.87% | 98.87% |
05.10.2023 | 1.97% | 0.77 | 0.78 | 44'000 | 44'000 | 19'959 | 19'959 | 17'262 | 17'565 | 92.94% | 92.94% |