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 | - | - |
15.12.2023 | 1.97% | 0.51 | 0.52 | 600'000 | 200'000 | 970'231 | 477'673 | 487'478 | 244'696 | 99.99% | 99.99% |
14.12.2023 | 2.06% | 0.47 | 0.48 | 1'000'000 | 500'000 | 755'690 | 316'768 | 361'897 | 154'413 | 98.20% | 98.20% |
13.12.2023 | 2.31% | 0.42 | 0.43 | 600'000 | 200'000 | 600'000 | 200'000 | 256'793 | 87'598 | 99.53% | 99.53% |
12.12.2023 | 2.50% | 0.39 | 0.40 | 600'000 | 200'000 | 600'000 | 200'000 | 237'122 | 81'041 | 99.26% | 99.26% |
11.12.2023 | 2.77% | 0.37 | 0.38 | 600'000 | 200'000 | 599'788 | 200'000 | 213'735 | 73'270 | 99.46% | 99.46% |
08.12.2023 | 2.97% | 0.34 | 0.35 | 600'000 | 200'000 | 600'000 | 200'000 | 199'039 | 68'346 | 99.57% | 99.57% |
07.12.2023 | 3.05% | 0.33 | 0.34 | 750'000 | 250'000 | 750'000 | 250'000 | 242'571 | 83'357 | 99.57% | 99.57% |
06.12.2023 | 3.04% | 0.34 | 0.35 | 750'000 | 250'000 | 750'000 | 250'000 | 242'777 | 83'426 | 96.75% | 96.75% |
05.12.2023 | 3.38% | 0.32 | 0.33 | 750'000 | 250'000 | 750'000 | 250'000 | 218'557 | 75'352 | 99.54% | 99.54% |