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 | 5.04% | 0.96 | 1.01 | 52'500 | 52'500 | 52'500 | 52'500 | 50'815 | 53'440 | 96.92% | 96.92% |
14.12.2023 | 3.05% | 0.92 | 0.97 | 55'000 | 55'000 | 142'827 | 142'827 | 132'789 | 135'234 | 97.95% | 97.95% |
13.12.2023 | 1.46% | 0.91 | 0.92 | 220'000 | 220'000 | 205'796 | 205'796 | 186'390 | 188'625 | 98.94% | 98.94% |
12.12.2023 | 3.33% | 0.93 | 0.94 | 220'000 | 220'000 | 133'016 | 133'016 | 122'177 | 124'658 | 98.58% | 98.58% |
11.12.2023 | 3.38% | 0.90 | 0.95 | 55'000 | 55'000 | 131'462 | 131'462 | 119'617 | 122'099 | 98.08% | 98.08% |
08.12.2023 | 3.78% | 0.88 | 0.93 | 55'000 | 55'000 | 127'925 | 127'925 | 109'765 | 112'345 | 98.87% | 98.87% |
07.12.2023 | 3.68% | 0.82 | 0.87 | 57'500 | 57'500 | 138'907 | 138'907 | 116'013 | 118'602 | 97.84% | 97.84% |
06.12.2023 | 3.99% | 0.86 | 0.87 | 230'000 | 230'000 | 126'564 | 126'564 | 106'973 | 109'585 | 98.50% | 98.50% |
05.12.2023 | 4.98% | 0.83 | 0.88 | 57'500 | 57'500 | 91'093 | 91'093 | 75'426 | 78'175 | 98.41% | 98.41% |