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 | - | - |
20.09.2024 | - | - | 0.03 | 0 | 75'000 | 0 | 0 | 0 | 0 | 0.00% | 63.72% |
19.09.2024 | 86.85% | 0.01 | 0.03 | 500'000 | 75'000 | 449'731 | 75'000 | 6'182 | 2'562 | 41.27% | 86.64% |
18.09.2024 | - | - | 0.03 | 0 | 75'000 | 0 | 0 | 0 | 0 | 0.00% | 91.80% |
12.09.2024 | 100.00% | 0.01 | 0.03 | 500'000 | 75'000 | 500'000 | 75'000 | 5'000 | 2'250 | 1.04% | 59.61% |
11.09.2024 | 100.00% | 0.01 | 0.03 | 500'000 | 75'000 | 500'000 | 75'000 | 5'000 | 2'250 | 0.30% | 54.24% |
10.09.2024 | 100.00% | 0.01 | 0.03 | 500'000 | 75'000 | 500'000 | 75'000 | 5'000 | 2'250 | 33.52% | 85.16% |
09.09.2024 | 100.00% | 0.01 | 0.03 | 500'000 | 75'000 | 500'000 | 75'000 | 5'000 | 2'250 | 26.14% | 95.42% |
06.09.2024 | - | - | 0.04 | 0 | 25'000 | 0 | 0 | 0 | 0 | 0.00% | 61.06% |
05.09.2024 | 100.00% | 0.01 | 0.03 | 500'000 | 75'000 | 500'000 | 75'000 | 5'000 | 2'250 | 70.43% | 88.40% |