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 | 2.44% | 0.43 | 0.44 | 125'000 | 125'000 | 130'534 | 130'533 | 52'754 | 54'059 | 100.00% | 100.00% |
14.12.2023 | 2.63% | 0.37 | 0.38 | 150'000 | 150'000 | 148'034 | 148'034 | 55'491 | 56'971 | 95.34% | 95.34% |
13.12.2023 | 3.56% | 0.26 | 0.27 | 200'000 | 200'000 | 199'733 | 199'733 | 55'129 | 57'126 | 96.61% | 96.61% |
12.12.2023 | 3.37% | 0.28 | 0.29 | 175'000 | 175'000 | 179'454 | 179'454 | 52'299 | 54'094 | 99.40% | 99.40% |
11.12.2023 | 3.14% | 0.31 | 0.32 | 175'000 | 175'000 | 175'000 | 175'000 | 54'912 | 56'662 | 92.76% | 92.76% |
08.12.2023 | 3.07% | 0.33 | 0.34 | 175'000 | 175'000 | 175'000 | 175'000 | 56'083 | 57'833 | 99.39% | 99.39% |
07.12.2023 | 3.51% | 0.30 | 0.31 | 175'000 | 175'000 | 193'236 | 193'236 | 54'060 | 55'993 | 98.52% | 98.52% |
06.12.2023 | 3.75% | 0.28 | 0.29 | 175'000 | 175'000 | 198'446 | 198'446 | 51'952 | 53'936 | 98.64% | 98.64% |
05.12.2023 | 4.85% | 0.24 | 0.25 | 225'000 | 225'000 | 259'484 | 259'485 | 52'169 | 54'764 | 99.38% | 99.38% |