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 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
14.12.2023 | 46.42% | 0.00 | 0.01 | 1'000'000 | 600'000 | 1'000'000 | 564'861 | 49'829 | 32'446 | 96.37% | 96.37% |
13.12.2023 | 30.16% | 0.03 | 0.04 | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 31'827 | 25'096 | 99.17% | 99.17% |
12.12.2023 | 72.03% | 0.01 | 0.02 | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 9'528 | 11'717 | 93.18% | 93.18% |
11.12.2023 | 150.21% | 0.01 | 0.02 | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 1'947 | 7'168 | 99.17% | 99.17% |
08.12.2023 | 138.49% | 0.00 | 0.01 | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 2'403 | 7'442 | 99.17% | 99.17% |
07.12.2023 | 110.22% | 0.00 | 0.01 | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 4'146 | 8'487 | 99.17% | 99.17% |
06.12.2023 | 86.24% | 0.01 | 0.02 | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 6'820 | 10'092 | 98.34% | 98.34% |
05.12.2023 | 85.71% | 0.01 | 0.02 | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 6'799 | 10'079 | 99.17% | 99.17% |