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 | - | - |
20.11.2023 | 6.49% | 26.90 | 28.70 | 150'000 | 30'000 | 150'000 | 30'000 | 40'254 | 8'591 | 92.78% | 92.78% |
17.11.2023 | 6.36% | 26.80 | 28.60 | 1'500'000 | 300'000 | 443'765 | 88'753 | 120'030 | 25'604 | 99.61% | 99.61% |
16.11.2023 | 6.27% | 26.50 | 28.30 | 1'500'000 | 300'000 | 425'516 | 85'103 | 115'743 | 24'681 | 96.76% | 96.76% |
15.11.2023 | 6.22% | 28.30 | 30.10 | 1'500'000 | 300'000 | 446'337 | 89'267 | 125'625 | 26'732 | 98.15% | 98.15% |
14.11.2023 | 6.27% | 28.30 | 30.10 | 1'500'000 | 300'000 | 449'235 | 89'847 | 125'790 | 26'775 | 97.10% | 97.10% |
13.11.2023 | 6.47% | 27.00 | 28.80 | 1'500'000 | 300'000 | 434'125 | 86'825 | 116'175 | 24'798 | 95.67% | 95.67% |
10.11.2023 | 6.47% | 27.70 | 29.50 | 1'500'000 | 300'000 | 441'341 | 88'268 | 120'479 | 25'685 | 93.61% | 93.61% |
09.11.2023 | 6.33% | 27.00 | 28.80 | 1'500'000 | 300'000 | 505'712 | 101'142 | 136'869 | 29'194 | 82.27% | 82.27% |
08.11.2023 | 6.58% | 29.30 | 31.10 | 1'500'000 | 300'000 | 479'488 | 95'898 | 137'087 | 29'144 | 89.53% | 89.53% |