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 | 1.67% | 0.59 | 0.60 | 510'000 | 510'000 | 510'000 | 510'000 | 303'186 | 308'286 | 100.00% | 100.00% |
14.09.2023 | 1.56% | 0.60 | 0.61 | 510'000 | 510'000 | 510'000 | 510'000 | 324'675 | 329'775 | 98.27% | 98.27% |
13.09.2023 | 1.50% | 0.66 | 0.67 | 510'000 | 510'000 | 510'000 | 510'000 | 336'502 | 341'602 | 99.41% | 99.41% |
12.09.2023 | 1.55% | 0.64 | 0.65 | 510'000 | 510'000 | 510'000 | 510'000 | 326'771 | 331'871 | 100.00% | 100.00% |
11.09.2023 | 1.52% | 0.67 | 0.68 | 510'000 | 510'000 | 510'000 | 510'000 | 333'262 | 338'362 | 90.51% | 90.51% |
08.09.2023 | 1.56% | 0.64 | 0.65 | 510'000 | 510'000 | 510'000 | 510'000 | 323'928 | 329'028 | 97.88% | 97.88% |
07.09.2023 | 1.57% | 0.63 | 0.64 | 510'000 | 510'000 | 510'000 | 510'000 | 322'836 | 327'936 | 100.00% | 100.00% |
06.09.2023 | 1.51% | 0.63 | 0.64 | 510'000 | 510'000 | 510'000 | 510'000 | 334'312 | 339'412 | 97.96% | 97.96% |
05.09.2023 | 1.50% | 0.64 | 0.65 | 510'000 | 510'000 | 510'000 | 510'000 | 337'640 | 342'740 | 100.00% | 100.00% |