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 | - | - |
30.11.2023 | 3.09% | 0.20 | 0.21 | 450'000 | 450'000 | 450'000 | 450'000 | 147'051 | 151'551 | 100.00% | 100.00% |
29.11.2023 | 2.20% | 0.48 | 0.49 | 450'000 | 450'000 | 450'000 | 449'923 | 202'963 | 207'425 | 100.00% | 100.00% |
28.11.2023 | 1.65% | 0.49 | 0.50 | 450'000 | 450'000 | 450'000 | 450'000 | 271'318 | 275'818 | 99.93% | 99.93% |
27.11.2023 | 1.66% | 0.62 | 0.63 | 450'000 | 450'000 | 450'000 | 450'000 | 269'199 | 273'699 | 100.00% | 100.00% |
24.11.2023 | 1.67% | 0.56 | 0.57 | 450'000 | 450'000 | 450'000 | 450'000 | 267'980 | 272'480 | 99.79% | 99.79% |
23.11.2023 | 1.54% | 0.61 | 0.62 | 225'000 | 225'000 | 400'643 | 400'643 | 259'459 | 263'466 | 99.58% | 99.58% |
22.11.2023 | 1.29% | 0.69 | 0.70 | 450'000 | 450'000 | 450'000 | 450'000 | 347'314 | 351'814 | 100.00% | 100.00% |
21.11.2023 | 1.24% | 0.83 | 0.84 | 450'000 | 450'000 | 450'000 | 450'000 | 362'321 | 366'821 | 100.00% | 100.00% |
20.11.2023 | 1.08% | 0.86 | 0.87 | 450'000 | 450'000 | 450'000 | 450'000 | 415'845 | 420'345 | 100.00% | 100.00% |