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 | 0.53% | 1.87 | 1.88 | 225'000 | 50'000 | 225'000 | 50'000 | 424'474 | 94'828 | 100.00% | 100.00% |
14.09.2023 | 0.55% | 1.86 | 1.87 | 225'000 | 50'000 | 225'000 | 50'000 | 409'608 | 91'524 | 99.89% | 99.89% |
13.09.2023 | 0.56% | 1.78 | 1.79 | 225'000 | 50'000 | 225'000 | 50'000 | 401'516 | 89'726 | 100.00% | 100.00% |
12.09.2023 | 0.54% | 1.84 | 1.85 | 225'000 | 50'000 | 225'000 | 50'000 | 416'659 | 93'091 | 100.00% | 100.00% |
11.09.2023 | 0.53% | 1.86 | 1.87 | 225'000 | 50'000 | 225'000 | 50'000 | 425'621 | 95'083 | 100.00% | 100.00% |
08.09.2023 | 0.54% | 1.85 | 1.86 | 225'000 | 50'000 | 225'000 | 50'000 | 413'075 | 92'295 | 99.98% | 99.98% |
07.09.2023 | 0.54% | 1.86 | 1.87 | 225'000 | 50'000 | 225'000 | 50'000 | 416'171 | 92'982 | 100.00% | 100.00% |
06.09.2023 | 0.54% | 1.84 | 1.85 | 225'000 | 50'000 | 225'000 | 50'000 | 416'200 | 92'989 | 99.99% | 99.99% |
05.09.2023 | 0.53% | 1.92 | 1.93 | 225'000 | 50'000 | 225'000 | 50'000 | 426'190 | 95'209 | 100.00% | 100.00% |