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 | - | - |
21.06.2024 | 64.26% | 0.01 | 0.02 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'830 | 10'415 | 100.00% | 100.00% |
20.06.2024 | 21.64% | 0.03 | 0.04 | 1'000'000 | 400'000 | 1'000'000 | 410'628 | 42'811 | 21'534 | 98.50% | 98.50% |
19.06.2024 | 21.43% | 0.04 | 0.05 | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 41'954 | 20'782 | 99.38% | 99.38% |
18.06.2024 | 14.27% | 0.04 | 0.05 | 1'000'000 | 400'000 | 1'000'000 | 409'575 | 67'956 | 31'669 | 99.03% | 99.03% |
17.06.2024 | 39.98% | 0.06 | 0.07 | 1'000'000 | 400'000 | 1'000'000 | 492'219 | 23'654 | 16'285 | 99.17% | 99.17% |
14.06.2024 | 14.51% | 0.04 | 0.05 | 1'000'000 | 500'000 | 1'000'000 | 499'419 | 66'787 | 38'341 | 98.95% | 98.95% |
13.06.2024 | 9.86% | 0.07 | 0.08 | 1'000'000 | 500'000 | 1'000'000 | 461'956 | 98'481 | 49'658 | 94.52% | 97.98% |
12.06.2024 | 27.75% | 0.05 | 0.06 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 31'807 | 20'904 | 98.46% | 98.46% |
11.06.2024 | 28.09% | 0.02 | 0.03 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 31'416 | 20'708 | 99.16% | 99.16% |