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 | 40.00% | 0.02 | 0.03 | 750'000 | 250'000 | 750'000 | 250'000 | 15'000 | 7'500 | 100.00% | 100.00% |
14.12.2023 | 40.00% | 0.02 | 0.03 | 750'000 | 250'000 | 750'000 | 250'000 | 15'000 | 7'500 | 97.47% | 97.47% |
13.12.2023 | 40.00% | 0.02 | 0.03 | 750'000 | 250'000 | 750'000 | 250'000 | 15'000 | 7'500 | 99.17% | 99.17% |
12.12.2023 | 34.69% | 0.03 | 0.04 | 750'000 | 250'000 | 750'000 | 250'000 | 18'482 | 8'661 | 98.87% | 98.87% |
11.12.2023 | 18.31% | 0.04 | 0.05 | 750'000 | 250'000 | 578'872 | 192'957 | 28'635 | 11'475 | 99.17% | 99.17% |
08.12.2023 | 15.20% | 0.05 | 0.06 | 600'000 | 200'000 | 566'714 | 188'905 | 34'533 | 13'400 | 99.02% | 99.02% |
07.12.2023 | 12.13% | 0.06 | 0.07 | 600'000 | 200'000 | 469'945 | 156'648 | 36'721 | 13'807 | 99.17% | 99.17% |
06.12.2023 | 11.50% | 0.10 | 0.11 | 450'000 | 150'000 | 454'291 | 151'430 | 37'902 | 14'148 | 99.07% | 99.07% |
05.12.2023 | 8.67% | 0.08 | 0.09 | 450'000 | 150'000 | 421'827 | 140'609 | 46'758 | 16'992 | 99.12% | 99.12% |