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 | 5.81% | 0.19 | 0.20 | 275'000 | 275'000 | 314'147 | 314'147 | 52'501 | 55'642 | 100.00% | 100.00% |
14.12.2023 | 7.07% | 0.13 | 0.14 | 425'000 | 425'000 | 385'359 | 382'033 | 52'601 | 56'022 | 95.33% | 95.33% |
13.12.2023 | 18.02% | 0.04 | 0.05 | 1'000'000 | 250'000 | 969'435 | 451'171 | 49'108 | 27'640 | 96.61% | 96.61% |
12.12.2023 | 13.95% | 0.06 | 0.07 | 775'000 | 400'000 | 754'854 | 387'392 | 50'330 | 29'725 | 99.40% | 99.40% |
11.12.2023 | 10.83% | 0.08 | 0.09 | 600'000 | 300'000 | 584'540 | 314'858 | 51'070 | 30'786 | 92.76% | 92.76% |
08.12.2023 | 9.96% | 0.10 | 0.11 | 500'000 | 500'000 | 532'492 | 404'002 | 50'803 | 43'323 | 99.38% | 99.38% |
07.12.2023 | 13.84% | 0.09 | 0.10 | 625'000 | 325'000 | 750'794 | 385'879 | 50'503 | 29'837 | 98.53% | 98.53% |
06.12.2023 | 15.99% | 0.07 | 0.08 | 675'000 | 350'000 | 866'803 | 411'854 | 49'927 | 28'204 | 98.64% | 98.64% |
05.12.2023 | 28.07% | 0.05 | 0.06 | 1'000'000 | 250'000 | 994'879 | 250'000 | 31'423 | 10'394 | 99.39% | 99.39% |