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 | 2.86% | 0.74 | 0.76 | 100'000 | 100'000 | 100'000 | 100'000 | 69'090 | 71'090 | 45.92% | 45.92% |
14.12.2023 | 2.94% | 0.64 | 0.66 | 100'000 | 100'000 | 99'004 | 99'004 | 67'085 | 69'075 | 83.02% | 83.02% |
13.12.2023 | 3.11% | 0.64 | 0.66 | 100'000 | 100'000 | 100'000 | 100'000 | 63'481 | 65'482 | 91.17% | 91.17% |
12.12.2023 | 3.35% | 0.60 | 0.62 | 100'000 | 100'000 | 100'000 | 100'000 | 58'663 | 60'663 | 99.06% | 99.06% |
11.12.2023 | 3.61% | 0.56 | 0.58 | 100'000 | 100'000 | 100'000 | 100'000 | 54'428 | 56'428 | 98.02% | 98.02% |
08.12.2023 | 3.78% | 0.53 | 0.55 | 100'000 | 100'000 | 100'013 | 100'000 | 51'998 | 53'992 | 94.76% | 94.76% |
07.12.2023 | 4.01% | 0.51 | 0.53 | 100'000 | 100'000 | 108'558 | 100'000 | 53'037 | 50'878 | 95.36% | 95.36% |
06.12.2023 | 5.71% | 0.51 | 0.54 | 50'000 | 50'000 | 50'000 | 50'000 | 25'565 | 27'065 | 100.00% | 100.00% |
05.12.2023 | 6.27% | 0.47 | 0.50 | 50'000 | 50'000 | 50'000 | 50'000 | 23'173 | 24'673 | 97.61% | 97.61% |