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 | 13.52% | 0.05 | 0.06 | 600'000 | 200'000 | 600'000 | 200'000 | 41'946 | 15'982 | 99.99% | 99.99% |
14.12.2023 | 11.10% | 0.08 | 0.09 | 600'000 | 200'000 | 599'999 | 200'000 | 52'783 | 19'594 | 98.28% | 98.28% |
13.12.2023 | 47.41% | 0.02 | 0.03 | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 16'649 | 5'330 | 99.37% | 99.37% |
12.12.2023 | 53.43% | 0.01 | 0.02 | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 14'659 | 4'932 | 98.78% | 98.78% |
11.12.2023 | 95.07% | 0.01 | 0.02 | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 6'065 | 3'213 | 99.30% | 99.30% |
08.12.2023 | 66.67% | 0.01 | 0.01 | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 10'000 | 4'000 | 92.76% | 99.37% |
07.12.2023 | 66.67% | 0.01 | 0.02 | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 10'000 | 4'000 | 0.49% | 99.38% |
06.12.2023 | 66.67% | 0.01 | 0.02 | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 10'000 | 4'000 | 94.97% | 98.65% |
05.12.2023 | 43.94% | 0.01 | 0.02 | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 18'522 | 5'704 | 99.38% | 99.38% |