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 | - | - |
11.12.2023 | 0.83% | 99.30 | 100.10 | 75'000 | 15'000 | 75'000 | 15'000 | 74'475 | 15'019 | 99.64% | 99.64% |
08.12.2023 | 0.89% | 99.30 | 100.10 | 750'000 | 150'000 | 217'411 | 43'450 | 215'886 | 43'496 | 99.79% | 99.79% |
07.12.2023 | 1.04% | 99.30 | 100.30 | 750'000 | 150'000 | 222'150 | 44'428 | 220'595 | 44'566 | 100.00% | 100.00% |
06.12.2023 | 1.05% | 99.30 | 100.30 | 750'000 | 150'000 | 222'418 | 44'482 | 220'861 | 44'622 | 100.00% | 100.00% |
05.12.2023 | 0.85% | 99.50 | 100.30 | 750'000 | 150'000 | 223'041 | 44'606 | 221'925 | 44'745 | 99.41% | 99.41% |
04.12.2023 | 0.85% | 99.50 | 100.30 | 750'000 | 150'000 | 225'048 | 45'010 | 223'922 | 45'152 | 97.90% | 97.90% |
01.12.2023 | 1.05% | 99.40 | 100.40 | 750'000 | 150'000 | 222'177 | 44'428 | 220'839 | 44'611 | 100.00% | 100.00% |
30.11.2023 | 1.03% | 99.50 | 100.50 | 750'000 | 150'000 | 224'209 | 44'842 | 223'088 | 45'070 | 98.88% | 98.88% |
29.11.2023 | 0.83% | 99.60 | 100.40 | 750'000 | 150'000 | 225'662 | 45'132 | 224'759 | 45'318 | 97.94% | 97.94% |