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 | 1.36% | 0.74 | 0.75 | 600'000 | 100'000 | 600'000 | 100'000 | 438'984 | 74'164 | 100.00% | 100.00% |
14.09.2023 | 1.51% | 0.67 | 0.68 | 600'000 | 100'000 | 600'000 | 100'000 | 393'556 | 66'593 | 99.81% | 99.81% |
13.09.2023 | 1.51% | 0.66 | 0.67 | 600'000 | 100'000 | 600'000 | 100'000 | 395'573 | 66'929 | 100.00% | 100.00% |
12.09.2023 | 1.37% | 0.74 | 0.75 | 600'000 | 100'000 | 600'000 | 100'000 | 436'296 | 73'716 | 100.00% | 100.00% |
11.09.2023 | 1.39% | 0.71 | 0.72 | 600'000 | 100'000 | 600'000 | 100'000 | 428'988 | 72'498 | 100.00% | 100.00% |
08.09.2023 | 1.42% | 0.70 | 0.71 | 600'000 | 100'000 | 600'000 | 100'000 | 420'923 | 71'154 | 100.00% | 100.00% |
07.09.2023 | 1.45% | 0.70 | 0.71 | 600'000 | 100'000 | 600'000 | 100'000 | 412'089 | 69'682 | 100.00% | 100.00% |
06.09.2023 | 1.50% | 0.68 | 0.69 | 600'000 | 100'000 | 600'000 | 100'000 | 397'240 | 67'207 | 99.99% | 99.99% |
05.09.2023 | 1.48% | 0.66 | 0.67 | 600'000 | 100'000 | 600'000 | 100'000 | 403'158 | 68'193 | 99.99% | 99.99% |