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 | - | 0.05 | 0.06 | 43'000 | 43'000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
14.09.2023 | 6.39% | 0.11 | 0.12 | 44'000 | 44'000 | 44'183 | 44'183 | 7'312 | 7'754 | 100.00% | 100.00% |
13.09.2023 | 4.29% | 0.23 | 0.24 | 45'000 | 45'000 | 44'922 | 44'922 | 10'274 | 10'723 | 99.93% | 99.93% |
12.09.2023 | 3.81% | 0.24 | 0.25 | 45'000 | 45'000 | 45'000 | 45'000 | 11'601 | 12'051 | 100.00% | 100.00% |
11.09.2023 | 3.39% | 0.28 | 0.29 | 45'000 | 45'000 | 45'000 | 45'000 | 13'082 | 13'532 | 94.70% | 94.70% |
08.09.2023 | 2.45% | 0.38 | 0.39 | 46'000 | 46'000 | 46'023 | 46'023 | 18'673 | 19'134 | 100.00% | 100.00% |
07.09.2023 | 2.73% | 0.37 | 0.38 | 46'000 | 46'000 | 45'982 | 45'982 | 16'658 | 17'118 | 99.88% | 99.88% |
06.09.2023 | 2.66% | 0.36 | 0.37 | 46'000 | 46'000 | 45'904 | 45'904 | 17'107 | 17'566 | 100.00% | 100.00% |
05.09.2023 | 3.61% | 0.28 | 0.29 | 45'000 | 45'000 | 45'129 | 45'129 | 12'450 | 12'901 | 100.00% | 100.00% |