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 | 1.18% | 1.74 | 1.76 | 100'000 | 100'000 | 100'000 | 100'000 | 169'086 | 171'086 | 45.55% | 45.55% |
14.12.2023 | 1.20% | 1.63 | 1.65 | 100'000 | 100'000 | 98'704 | 98'704 | 166'356 | 168'343 | 50.47% | 50.47% |
13.12.2023 | 1.22% | 1.64 | 1.66 | 100'000 | 100'000 | 100'000 | 100'000 | 163'437 | 165'437 | 92.45% | 92.45% |
12.12.2023 | 1.25% | 1.60 | 1.62 | 100'000 | 100'000 | 100'000 | 100'000 | 158'505 | 160'505 | 98.60% | 98.60% |
11.12.2023 | 1.29% | 1.55 | 1.57 | 100'000 | 100'000 | 100'000 | 100'000 | 154'103 | 156'103 | 99.76% | 99.76% |
08.12.2023 | 1.31% | 1.53 | 1.55 | 100'000 | 100'000 | 100'000 | 100'000 | 151'681 | 153'681 | 96.30% | 96.30% |
07.12.2023 | 1.34% | 1.50 | 1.52 | 100'000 | 100'000 | 100'000 | 100'000 | 148'269 | 150'269 | 99.32% | 99.32% |
06.12.2023 | 1.97% | 1.51 | 1.54 | 50'000 | 50'000 | 50'000 | 50'000 | 75'276 | 76'776 | 100.00% | 100.00% |
05.12.2023 | 2.04% | 1.46 | 1.49 | 50'000 | 50'000 | 50'000 | 50'000 | 72'833 | 74'333 | 28.68% | 28.68% |