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 | - | - |
27.09.2023 | 7.52% | 0.02 | 0.10 | 50'000 | 50'000 | 240'597 | 50'000 | 33'873 | 7'563 | 75.50% | 86.59% |
26.09.2023 | 6.74% | 0.18 | 0.19 | 238'086 | 50'000 | 201'166 | 45'682 | 35'501 | 8'506 | 90.22% | 90.22% |
25.09.2023 | 12.63% | 0.19 | 0.21 | 25'000 | 25'000 | 25'000 | 25'000 | 3'831 | 4'331 | 100.00% | 100.00% |
22.09.2023 | 18.29% | 0.09 | 0.11 | 25'000 | 25'000 | 25'000 | 25'000 | 2'519 | 3'019 | 99.80% | 100.00% |
21.09.2023 | 10.42% | 0.13 | 0.15 | 25'000 | 25'000 | 25'000 | 25'000 | 4'736 | 5'236 | 98.24% | 98.24% |
20.09.2023 | 6.81% | 0.32 | 0.34 | 25'000 | 25'000 | 25'000 | 25'000 | 7'178 | 7'678 | 100.00% | 100.00% |
19.09.2023 | 7.50% | 0.20 | 0.22 | 25'000 | 25'000 | 25'000 | 25'000 | 6'499 | 6'999 | 100.00% | 100.00% |
18.09.2023 | 6.81% | 0.16 | 0.18 | 25'000 | 25'000 | 25'000 | 25'000 | 8'754 | 9'254 | 88.77% | 88.77% |
15.09.2023 | 0.95% | 1.04 | 1.05 | 50'000 | 50'000 | 50'000 | 50'000 | 52'265 | 52'765 | 100.00% | 100.00% |