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 | - | - |
20.12.2024 | 2.10% | 0.47 | 0.48 | 1'500'000 | 50'000 | 1'500'000 | 50'000 | 708'049 | 24'102 | 100.00% | 100.00% |
19.12.2024 | 2.02% | 0.51 | 0.52 | 1'500'000 | 75'000 | 1'500'000 | 75'000 | 736'716 | 37'586 | 97.55% | 97.55% |
18.12.2024 | 1.74% | 0.56 | 0.57 | 1'500'000 | 75'000 | 1'500'000 | 75'000 | 853'487 | 43'424 | 99.37% | 99.37% |
17.12.2024 | 1.65% | 0.58 | 0.59 | 1'500'000 | 75'000 | 1'500'000 | 75'000 | 903'988 | 45'949 | 99.37% | 99.37% |
16.12.2024 | 1.61% | 0.61 | 0.62 | 1'500'000 | 75'000 | 1'500'000 | 75'000 | 924'353 | 46'968 | 99.37% | 99.37% |
13.12.2024 | 1.51% | 0.63 | 0.64 | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 983'333 | 99'833 | 99.37% | 99.37% |
12.12.2024 | 1.55% | 0.63 | 0.64 | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 960'073 | 97'507 | 98.63% | 98.63% |
11.12.2024 | 1.54% | 0.66 | 0.67 | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 968'038 | 98'304 | 99.37% | 99.37% |
10.12.2024 | 1.62% | 0.60 | 0.61 | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 918'156 | 93'316 | 99.37% | 99.37% |