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 | - | - |
27.12.2023 | 5.95% | 0.10 | 0.11 | 500'000 | 500'000 | 500'000 | 500'000 | 82'388 | 87'388 | 97.14% | 97.15% |
22.12.2023 | 5.25% | 0.19 | 0.20 | 500'000 | 500'000 | 499'925 | 499'925 | 93'294 | 98'295 | 97.80% | 97.80% |
21.12.2023 | 3.91% | 0.23 | 0.24 | 500'000 | 500'000 | 500'000 | 500'000 | 125'712 | 130'712 | 65.30% | 65.30% |
20.12.2023 | 3.78% | 0.25 | 0.26 | 500'000 | 500'000 | 498'704 | 498'704 | 132'397 | 137'403 | 100.00% | 100.00% |
19.12.2023 | 3.44% | 0.25 | 0.26 | 500'000 | 500'000 | 499'682 | 499'682 | 144'133 | 149'135 | 98.55% | 98.55% |
18.12.2023 | 3.03% | 0.32 | 0.33 | 500'000 | 500'000 | 500'000 | 500'000 | 162'411 | 167'411 | 100.00% | 100.00% |
15.12.2023 | 3.18% | 0.32 | 0.33 | 500'000 | 500'000 | 499'247 | 499'247 | 156'367 | 161'371 | 99.99% | 99.99% |
14.12.2023 | 2.97% | 0.29 | 0.30 | 500'000 | 500'000 | 499'789 | 499'789 | 166'940 | 171'941 | 98.69% | 98.69% |
13.12.2023 | 2.45% | 0.41 | 0.42 | 500'000 | 500'000 | 500'000 | 500'000 | 201'376 | 206'376 | 65.28% | 65.28% |