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 | 6.67% | 0.16 | 0.17 | 600'000 | 75'000 | 600'000 | 75'000 | 87'217 | 11'652 | 100.00% | 100.00% |
14.12.2023 | 7.28% | 0.14 | 0.15 | 600'000 | 75'000 | 600'000 | 75'000 | 80'252 | 10'782 | 98.27% | 98.27% |
13.12.2023 | 4.49% | 0.21 | 0.22 | 600'000 | 75'000 | 600'000 | 75'000 | 130'828 | 17'104 | 99.37% | 99.37% |
12.12.2023 | 4.06% | 0.25 | 0.26 | 600'000 | 75'000 | 600'000 | 75'000 | 145'009 | 18'876 | 98.78% | 98.78% |
11.12.2023 | 3.67% | 0.26 | 0.27 | 600'000 | 75'000 | 600'000 | 79'728 | 160'696 | 22'155 | 99.30% | 99.30% |
08.12.2023 | 3.67% | 0.27 | 0.28 | 600'000 | 200'000 | 600'000 | 200'000 | 160'396 | 55'465 | 99.37% | 99.37% |
07.12.2023 | 3.56% | 0.27 | 0.28 | 600'000 | 200'000 | 600'000 | 200'000 | 165'535 | 57'178 | 99.38% | 99.38% |
06.12.2023 | 3.69% | 0.26 | 0.27 | 600'000 | 200'000 | 600'000 | 200'000 | 159'607 | 55'202 | 98.65% | 98.65% |
05.12.2023 | 3.75% | 0.27 | 0.28 | 600'000 | 200'000 | 600'000 | 200'000 | 156'985 | 54'328 | 99.38% | 99.38% |