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 | - | - |
20.12.2024 | 0.12% | 16.32 | 16.34 | 80'000 | 80'000 | 80'000 | 80'000 | 1'308'770 | 1'310'370 | 99.84% | 99.84% |
19.12.2024 | 0.06% | 16.97 | 16.99 | 80'000 | 80'000 | 80'000 | 80'000 | 1'367'710 | 1'368'550 | 99.78% | 99.78% |
18.12.2024 | 0.05% | 18.45 | 18.46 | 80'000 | 80'000 | 80'000 | 80'000 | 1'476'970 | 1'477'770 | 99.57% | 99.57% |
17.12.2024 | 0.05% | 18.44 | 18.45 | 80'000 | 80'000 | 80'000 | 80'000 | 1'476'480 | 1'477'280 | 100.00% | 100.00% |
16.12.2024 | 0.05% | 18.59 | 18.60 | 80'000 | 80'000 | 80'000 | 80'000 | 1'478'400 | 1'479'200 | 100.00% | 100.00% |
13.12.2024 | 0.05% | 18.27 | 18.28 | 80'000 | 80'000 | 80'000 | 80'000 | 1'484'160 | 1'484'960 | 100.00% | 100.00% |
12.12.2024 | 0.05% | 18.54 | 18.55 | 80'000 | 80'000 | 80'000 | 80'000 | 1'478'710 | 1'479'510 | 99.44% | 99.44% |
11.12.2024 | 0.05% | 18.46 | 18.47 | 80'000 | 80'000 | 80'000 | 80'000 | 1'456'890 | 1'457'690 | 100.00% | 100.00% |
10.12.2024 | 0.06% | 18.21 | 18.22 | 80'000 | 80'000 | 80'000 | 80'000 | 1'453'740 | 1'454'540 | 100.00% | 100.00% |