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 | 2.09% | 0.48 | 0.49 | 600'000 | 200'000 | 600'000 | 200'000 | 284'244 | 96'748 | 100.00% | 100.00% |
14.09.2023 | 2.38% | 0.45 | 0.46 | 600'000 | 200'000 | 600'000 | 200'000 | 250'230 | 85'410 | 99.49% | 99.49% |
13.09.2023 | 2.57% | 0.39 | 0.40 | 600'000 | 200'000 | 600'000 | 200'000 | 230'955 | 78'985 | 99.36% | 99.36% |
12.09.2023 | 2.67% | 0.38 | 0.39 | 600'000 | 200'000 | 600'000 | 200'000 | 221'777 | 75'926 | 99.55% | 99.55% |
11.09.2023 | 2.79% | 0.36 | 0.37 | 600'000 | 200'000 | 600'000 | 200'000 | 212'240 | 72'747 | 99.55% | 99.55% |
08.09.2023 | 3.32% | 0.31 | 0.32 | 600'000 | 200'000 | 600'000 | 200'000 | 178'131 | 61'377 | 99.60% | 99.60% |
07.09.2023 | 3.08% | 0.32 | 0.33 | 600'000 | 200'000 | 600'000 | 200'000 | 192'062 | 66'021 | 99.58% | 99.58% |
06.09.2023 | 3.12% | 0.32 | 0.33 | 600'000 | 200'000 | 600'000 | 200'000 | 189'550 | 65'183 | 99.50% | 99.50% |
05.09.2023 | 2.72% | 0.36 | 0.37 | 600'000 | 200'000 | 600'000 | 200'000 | 217'766 | 74'589 | 99.50% | 99.50% |