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 | - | - |
26.10.2023 | 0.50% | 79.85 | 80.25 | 500'000 | 500'000 | 500'000 | 500'000 | 398'780 | 400'780 | 99.34% | 99.34% |
25.10.2023 | 0.51% | 79.30 | 79.70 | 500'000 | 500'000 | 500'000 | 500'000 | 394'962 | 396'962 | 98.70% | 98.70% |
24.10.2023 | 0.51% | 79.05 | 79.45 | 500'000 | 500'000 | 500'000 | 500'000 | 393'769 | 395'769 | 100.00% | 100.00% |
23.10.2023 | 0.51% | 79.00 | 79.40 | 500'000 | 500'000 | 500'000 | 500'000 | 394'588 | 396'588 | 99.13% | 99.13% |
20.10.2023 | 0.50% | 79.45 | 79.85 | 500'000 | 500'000 | 500'000 | 500'000 | 398'670 | 400'670 | 100.00% | 100.00% |
19.10.2023 | 0.50% | 79.70 | 80.10 | 500'000 | 500'000 | 500'000 | 500'000 | 402'213 | 404'213 | 100.00% | 100.00% |
18.10.2023 | 0.48% | 82.45 | 82.85 | 500'000 | 500'000 | 500'000 | 500'000 | 413'661 | 415'661 | 100.00% | 100.00% |
17.10.2023 | 0.48% | 83.05 | 83.45 | 500'000 | 500'000 | 500'000 | 500'000 | 416'673 | 418'673 | 100.00% | 100.00% |
16.10.2023 | 0.48% | 83.10 | 83.50 | 500'000 | 500'000 | 500'000 | 500'000 | 415'330 | 417'330 | 100.00% | 100.00% |