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 | - | - |
15.09.2023 | 10.36% | 0.10 | 0.11 | 600'000 | 200'000 | 600'000 | 200'000 | 55'135 | 20'378 | 100.00% | 100.00% |
14.09.2023 | 12.51% | 0.07 | 0.07 | 600'000 | 200'000 | 797'750 | 277'477 | 32'227 | 12'384 | 99.50% | 99.50% |
13.09.2023 | 36.04% | 0.02 | 0.03 | 1'000'000 | 400'000 | 989'710 | 389'710 | 23'189 | 12'982 | 99.28% | 99.28% |
12.09.2023 | 39.59% | 0.02 | 0.03 | 1'000'000 | 400'000 | 1'000'000 | 418'861 | 20'358 | 12'709 | 99.49% | 99.49% |
11.09.2023 | 21.68% | 0.02 | 0.03 | 1'000'000 | 500'000 | 1'000'000 | 489'240 | 20'914 | 12'612 | 99.46% | 99.46% |
08.09.2023 | 39.72% | 0.01 | 0.02 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'583 | 7'791 | 99.50% | 99.50% |
07.09.2023 | 25.78% | 0.02 | 0.02 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 17'123 | 11'061 | 99.49% | 99.49% |
06.09.2023 | 58.20% | 0.02 | 0.03 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 13'176 | 11'588 | 99.47% | 99.47% |
05.09.2023 | 27.87% | 0.03 | 0.04 | 1'000'000 | 500'000 | 1'000'000 | 430'254 | 32'700 | 18'091 | 99.48% | 99.48% |