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 | 5.70% | 0.17 | 0.18 | 300'000 | 100'000 | 298'813 | 100'000 | 50'964 | 18'059 | 11.58% | 11.65% |
19.11.2024 | 6.06% | 0.17 | 0.18 | 300'000 | 100'000 | 319'189 | 100'000 | 51'087 | 17'052 | 100.00% | 100.00% |
18.11.2024 | 5.09% | 0.19 | 0.20 | 270'000 | 100'000 | 266'405 | 100'000 | 51'031 | 20'182 | 100.00% | 100.00% |
15.11.2024 | 4.88% | 0.20 | 0.21 | 250'000 | 100'000 | 250'760 | 100'000 | 50'169 | 21'019 | 99.99% | 99.99% |
14.11.2024 | 5.57% | 0.19 | 0.20 | 270'000 | 100'000 | 290'763 | 100'000 | 50'709 | 18'516 | 99.52% | 99.52% |
13.11.2024 | 5.44% | 0.18 | 0.19 | 280'000 | 100'000 | 279'996 | 99'703 | 50'762 | 19'111 | 99.32% | 99.32% |
12.11.2024 | 4.78% | 0.19 | 0.20 | 270'000 | 100'000 | 246'719 | 100'000 | 50'328 | 21'426 | 100.00% | 100.00% |
11.11.2024 | 3.56% | 0.27 | 0.28 | 190'000 | 100'000 | 183'777 | 100'000 | 50'735 | 28'622 | 100.00% | 100.00% |
08.11.2024 | 3.65% | 0.26 | 0.27 | 200'000 | 100'000 | 190'943 | 100'000 | 51'330 | 27'907 | 100.00% | 100.00% |