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 | - | - | 0.01 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 92.64% |
14.12.2023 | 135.71% | 0.00 | 0.01 | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 2'928 | 1'293 | 73.91% | 97.47% |
13.12.2023 | 122.09% | 0.00 | 0.01 | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 4'895 | 1'489 | 99.17% | 99.17% |
12.12.2023 | 57.32% | 0.02 | 0.03 | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 13'387 | 2'339 | 98.86% | 98.86% |
11.12.2023 | 121.05% | 0.01 | 0.02 | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 3'772 | 1'377 | 92.48% | 92.48% |
08.12.2023 | 153.69% | 0.01 | 0.02 | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 1'845 | 1'184 | 99.17% | 99.17% |
07.12.2023 | 166.67% | 0.00 | 0.01 | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 1'000 | 1'100 | 99.17% | 99.17% |
06.12.2023 | 166.67% | 0.00 | 0.01 | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 1'000 | 1'100 | 99.07% | 99.07% |
05.12.2023 | 166.67% | 0.00 | 0.01 | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 1'000 | 1'100 | 99.11% | 99.11% |