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 | 36.02% | 0.00 | 0.02 | 1'000'000 | 1'000'000 | 861'452 | 861'452 | 78'891 | 96'735 | 87.24% | 99.11% |
19.12.2024 | 26.50% | 0.05 | 0.06 | 1'000'000 | 1'000'000 | 939'019 | 939'019 | 33'759 | 43'150 | 98.76% | 98.76% |
18.12.2024 | 58.95% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 11'968 | 21'968 | 1.88% | 100.00% |
17.12.2024 | 56.35% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 12'817 | 22'817 | 55.25% | 99.37% |
16.12.2024 | 46.17% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 16'785 | 26'785 | 83.92% | 99.42% |
13.12.2024 | 54.85% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 13'381 | 23'381 | 87.58% | 100.00% |
12.12.2024 | 32.90% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 997'998 | 997'998 | 25'849 | 35'838 | 98.68% | 98.68% |
11.12.2024 | 24.55% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 990'971 | 990'971 | 37'448 | 47'398 | 99.55% | 99.55% |
10.12.2024 | 19.16% | 0.04 | 0.05 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 47'673 | 57'673 | 100.00% | 100.00% |