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 | 28.57% | 0.03 | 0.04 | 1'000'000 | 75'000 | 1'000'000 | 75'000 | 30'000 | 3'000 | 100.00% | 100.00% |
19.12.2024 | 27.17% | 0.03 | 0.04 | 1'000'000 | 75'000 | 1'000'000 | 75'000 | 32'464 | 3'185 | 99.16% | 99.16% |
18.12.2024 | 15.91% | 0.06 | 0.07 | 900'000 | 75'000 | 887'358 | 75'000 | 51'746 | 5'136 | 99.16% | 99.16% |
17.12.2024 | 15.85% | 0.07 | 0.08 | 750'000 | 250'000 | 793'437 | 264'479 | 46'959 | 18'298 | 99.16% | 99.16% |
16.12.2024 | 17.46% | 0.06 | 0.07 | 750'000 | 250'000 | 891'480 | 297'160 | 46'834 | 18'583 | 99.16% | 99.16% |
13.12.2024 | 15.29% | 0.07 | 0.08 | 900'000 | 300'000 | 893'043 | 297'681 | 54'472 | 21'134 | 99.21% | 99.21% |
12.12.2024 | 15.93% | 0.06 | 0.07 | 900'000 | 300'000 | 908'031 | 308'031 | 52'813 | 20'952 | 98.42% | 98.42% |
11.12.2024 | 14.66% | 0.06 | 0.07 | 1'000'000 | 400'000 | 936'784 | 336'784 | 59'958 | 24'730 | 99.16% | 99.16% |
10.12.2024 | 11.92% | 0.07 | 0.08 | 900'000 | 300'000 | 907'120 | 307'120 | 72'527 | 27'532 | 99.16% | 99.16% |