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 | 100.00% | 0.01 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'000 | 3'750 | 100.00% | 100.00% |
14.12.2023 | 100.00% | 0.01 | 0.02 | 1'000'000 | 250'000 | 994'467 | 250'000 | 4'972 | 3'750 | 95.34% | 95.34% |
13.12.2023 | 100.00% | 0.01 | 0.02 | 1'000'000 | 250'000 | 996'430 | 250'000 | 4'982 | 3'750 | 96.59% | 96.59% |
12.12.2023 | 100.00% | 0.01 | 0.02 | 1'000'000 | 250'000 | 996'528 | 250'000 | 4'983 | 3'750 | 99.40% | 99.40% |
11.12.2023 | 100.00% | 0.01 | 0.02 | 1'000'000 | 250'000 | 999'286 | 250'000 | 4'996 | 3'750 | 92.77% | 92.77% |
08.12.2023 | 100.00% | 0.01 | 0.02 | 1'000'000 | 250'000 | 996'448 | 250'000 | 4'982 | 3'750 | 99.39% | 99.39% |
07.12.2023 | 100.00% | 0.01 | 0.02 | 1'000'000 | 250'000 | 995'356 | 250'000 | 4'977 | 3'750 | 98.52% | 98.52% |
06.12.2023 | 100.00% | 0.01 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'000 | 3'750 | 98.65% | 98.65% |
05.12.2023 | 100.00% | 0.01 | 0.02 | 1'000'000 | 250'000 | 994'870 | 250'000 | 4'974 | 3'750 | 99.38% | 99.38% |