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 | - | - |
19.10.2023 | - | 0.09 | 0.10 | 13'400 | 13'400 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
18.10.2023 | 25.50% | 0.16 | 0.22 | 130'000 | 130'000 | 126'840 | 126'840 | 21'599 | 27'905 | 99.57% | 99.57% |
17.10.2023 | 27.60% | 0.17 | 0.20 | 126'000 | 126'000 | 127'357 | 127'357 | 19'316 | 25'472 | 99.80% | 99.80% |
16.10.2023 | 4.94% | 0.21 | 0.22 | 124'000 | 124'000 | 123'898 | 123'898 | 24'475 | 25'714 | 99.70% | 99.70% |
13.10.2023 | 4.83% | 0.20 | 0.21 | 124'000 | 124'000 | 123'251 | 123'251 | 24'914 | 26'146 | 100.00% | 100.00% |
12.10.2023 | 4.52% | 0.22 | 0.23 | 122'000 | 122'000 | 121'817 | 121'817 | 26'421 | 27'640 | 99.77% | 99.77% |
11.10.2023 | 4.26% | 0.23 | 0.24 | 120'000 | 120'000 | 120'495 | 120'495 | 27'665 | 28'870 | 99.65% | 99.65% |
10.10.2023 | 4.13% | 0.22 | 0.23 | 122'000 | 122'000 | 119'994 | 119'994 | 28'516 | 29'716 | 100.00% | 100.00% |
09.10.2023 | 5.58% | 0.18 | 0.19 | 126'000 | 126'000 | 124'686 | 124'686 | 21'717 | 22'964 | 99.18% | 99.18% |