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 | 4.86% | 0.20 | 0.21 | 250'000 | 100'000 | 249'208 | 100'000 | 50'032 | 21'079 | 11.58% | 11.65% |
19.11.2024 | 5.09% | 0.20 | 0.21 | 250'000 | 100'000 | 266'269 | 100'000 | 50'944 | 20'169 | 100.00% | 100.00% |
18.11.2024 | 4.38% | 0.22 | 0.23 | 230'000 | 100'000 | 226'596 | 100'000 | 50'579 | 23'340 | 100.00% | 100.00% |
15.11.2024 | 4.22% | 0.23 | 0.24 | 220'000 | 100'000 | 217'696 | 100'000 | 50'546 | 24'230 | 99.99% | 99.99% |
14.11.2024 | 4.74% | 0.22 | 0.23 | 230'000 | 100'000 | 244'845 | 100'000 | 50'421 | 21'656 | 99.52% | 99.52% |
13.11.2024 | 4.68% | 0.21 | 0.22 | 240'000 | 100'000 | 237'514 | 99'703 | 50'421 | 22'197 | 99.32% | 99.32% |
12.11.2024 | 4.16% | 0.22 | 0.23 | 230'000 | 100'000 | 214'236 | 100'000 | 50'462 | 24'576 | 100.00% | 100.00% |
11.11.2024 | 3.20% | 0.30 | 0.31 | 170'000 | 100'000 | 170'071 | 100'000 | 52'368 | 31'793 | 100.00% | 100.00% |
08.11.2024 | 3.28% | 0.29 | 0.30 | 180'000 | 100'000 | 172'513 | 100'000 | 51'663 | 30'962 | 100.00% | 100.00% |