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 | 1.25% | 0.81 | 0.82 | 120'000 | 120'000 | 120'000 | 120'000 | 95'121 | 96'321 | 95.54% | 95.54% |
14.12.2023 | 1.26% | 0.75 | 0.76 | 120'000 | 120'000 | 119'377 | 119'377 | 95'134 | 96'329 | 94.30% | 94.30% |
13.12.2023 | 1.16% | 0.85 | 0.86 | 120'000 | 120'000 | 119'361 | 119'361 | 102'966 | 104'161 | 95.13% | 95.13% |
12.12.2023 | 1.18% | 0.85 | 0.86 | 120'000 | 120'000 | 118'023 | 118'023 | 100'450 | 101'631 | 95.75% | 95.75% |
11.12.2023 | 1.20% | 0.85 | 0.86 | 120'000 | 120'000 | 119'387 | 119'387 | 99'863 | 101'058 | 97.81% | 97.81% |
08.12.2023 | 1.24% | 0.83 | 0.84 | 120'000 | 120'000 | 119'456 | 119'456 | 97'042 | 98'237 | 97.98% | 97.98% |
07.12.2023 | 1.27% | 0.80 | 0.81 | 120'000 | 120'000 | 119'393 | 119'393 | 94'184 | 95'378 | 97.47% | 97.47% |
06.12.2023 | 1.30% | 0.78 | 0.79 | 120'000 | 120'000 | 119'424 | 119'424 | 91'930 | 93'125 | 97.70% | 97.70% |
05.12.2023 | 1.43% | 0.73 | 0.74 | 120'000 | 120'000 | 119'487 | 119'487 | 83'467 | 84'663 | 97.78% | 97.78% |