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 | 0.32% | 6.20 | 6.22 | 510'000 | 510'000 | 510'000 | 510'000 | 3'161'260 | 3'171'460 | 100.00% | 100.00% |
19.12.2024 | 0.15% | 6.64 | 6.65 | 510'000 | 510'000 | 478'890 | 478'890 | 3'247'160 | 3'251'950 | 98.76% | 98.76% |
18.12.2024 | 0.14% | 7.22 | 7.23 | 510'000 | 510'000 | 510'000 | 510'000 | 3'721'680 | 3'726'780 | 100.00% | 100.00% |
17.12.2024 | 0.14% | 7.25 | 7.26 | 510'000 | 510'000 | 510'000 | 510'000 | 3'752'190 | 3'757'290 | 99.37% | 99.37% |
16.12.2024 | 0.14% | 7.37 | 7.38 | 510'000 | 510'000 | 509'999 | 509'999 | 3'774'190 | 3'779'290 | 99.39% | 99.39% |
13.12.2024 | 0.13% | 7.48 | 7.49 | 510'000 | 510'000 | 510'000 | 510'000 | 3'897'800 | 3'902'900 | 100.00% | 100.00% |
12.12.2024 | 0.13% | 7.51 | 7.52 | 510'000 | 510'000 | 508'983 | 508'983 | 3'822'910 | 3'828'000 | 98.68% | 98.68% |
11.12.2024 | 0.14% | 7.47 | 7.48 | 510'000 | 510'000 | 505'390 | 505'390 | 3'717'250 | 3'722'320 | 99.55% | 99.55% |
10.12.2024 | 0.14% | 7.35 | 7.36 | 510'000 | 510'000 | 510'000 | 510'000 | 3'754'850 | 3'759'950 | 100.00% | 100.00% |