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 | - | - |
20.11.2024 | 10.00% | 0.06 | 0.09 | 500'000 | 100'000 | 497'006 | 100'000 | 47'474 | 10'561 | 83.85% | 100.00% |
19.11.2024 | 9.70% | 0.12 | 0.13 | 420'000 | 100'000 | 450'902 | 98'646 | 48'579 | 11'731 | 99.69% | 99.96% |
18.11.2024 | 9.91% | 0.11 | 0.12 | 460'000 | 100'000 | 486'454 | 100'000 | 47'027 | 10'704 | 100.00% | 100.00% |
15.11.2024 | 10.30% | 0.09 | 0.10 | 500'000 | 100'000 | 447'429 | 98'203 | 47'335 | 11'489 | 99.63% | 100.00% |
14.11.2024 | 11.15% | 0.11 | 0.12 | 460'000 | 100'000 | 482'094 | 99'057 | 44'964 | 10'289 | 68.70% | 99.29% |
13.11.2024 | 6.51% | 0.12 | 0.13 | 420'000 | 100'000 | 331'983 | 99'596 | 50'707 | 16'414 | 96.51% | 96.51% |
12.11.2024 | 6.07% | 0.15 | 0.16 | 340'000 | 100'000 | 320'213 | 100'000 | 51'124 | 16'989 | 100.00% | 100.00% |
11.11.2024 | 4.92% | 0.19 | 0.20 | 270'000 | 100'000 | 255'493 | 100'000 | 50'593 | 20'910 | 100.00% | 100.00% |
08.11.2024 | 3.35% | 0.26 | 0.27 | 200'000 | 100'000 | 175'007 | 100'000 | 51'426 | 30'436 | 100.00% | 100.00% |