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 | 1.34% | 1.23 | 1.25 | 50'000 | 50'000 | 50'000 | 50'000 | 61'384 | 62'209 | 11.58% | 11.65% |
19.11.2024 | 1.22% | 1.23 | 1.25 | 50'000 | 50'000 | 50'000 | 50'000 | 62'116 | 62'880 | 100.00% | 100.00% |
18.11.2024 | 1.13% | 1.19 | 1.21 | 50'000 | 50'000 | 50'000 | 50'000 | 60'492 | 61'177 | 100.00% | 100.00% |
15.11.2024 | 1.31% | 1.18 | 1.19 | 50'000 | 50'000 | 50'000 | 50'000 | 58'282 | 59'049 | 100.00% | 100.00% |
14.11.2024 | 1.83% | 1.15 | 1.16 | 50'000 | 50'000 | 31'590 | 31'590 | 36'715 | 37'346 | 89.39% | 89.39% |
13.11.2024 | 1.69% | 1.01 | 1.02 | 50'000 | 50'000 | 56'740 | 49'703 | 56'137 | 50'056 | 99.32% | 99.32% |
12.11.2024 | 1.54% | 0.98 | 1.00 | 60'000 | 50'000 | 60'000 | 50'000 | 57'787 | 48'902 | 100.00% | 100.00% |
11.11.2024 | 1.54% | 0.92 | 0.94 | 60'000 | 50'000 | 60'000 | 50'000 | 54'796 | 46'373 | 100.00% | 100.00% |
08.11.2024 | 1.91% | 0.92 | 0.93 | 60'000 | 50'000 | 60'000 | 50'000 | 55'172 | 46'864 | 100.00% | 100.00% |