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 | - | - |
24.01.2024 | 0.80% | 114.68 | 115.60 | 100'000 | 1'000 | 100'000 | 1'000 | 114'613 | 1'155 | 100.00% | 100.00% |
23.01.2024 | 0.80% | 107.85 | 108.72 | 100'000 | 1'000 | 100'000 | 1'000 | 108'332 | 1'092 | 99.68% | 99.68% |
22.01.2024 | 0.80% | 112.06 | 112.96 | 100'000 | 1'000 | 213'789 | 190'204 | 244'325 | 219'351 | 100.00% | 100.00% |
19.01.2024 | 0.80% | 107.21 | 108.07 | 235'000 | 250'000 | 240'415 | 250'000 | 260'756 | 273'290 | 100.00% | 100.00% |
18.01.2024 | 0.80% | 107.20 | 108.06 | 250'000 | 250'000 | 250'000 | 250'000 | 270'347 | 272'518 | 100.00% | 100.00% |
17.01.2024 | 0.80% | 106.02 | 106.87 | 250'000 | 250'000 | 250'000 | 250'000 | 260'658 | 262'751 | 92.09% | 92.09% |
16.01.2024 | 0.80% | 108.89 | 109.76 | 250'000 | 250'000 | 250'000 | 250'000 | 271'275 | 273'454 | 100.00% | 100.00% |
15.01.2024 | 0.80% | 112.85 | 113.76 | 250'000 | 250'000 | 250'000 | 250'000 | 279'907 | 282'155 | 100.00% | 100.00% |
12.01.2024 | 0.80% | 111.78 | 112.68 | 250'000 | 250'000 | 250'000 | 250'000 | 283'215 | 285'490 | 98.54% | 98.54% |