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 | 0.29% | 6.94 | 6.96 | 510'000 | 510'000 | 510'000 | 510'000 | 3'540'690 | 3'550'890 | 100.00% | 100.00% |
19.12.2024 | 0.13% | 7.39 | 7.40 | 510'000 | 510'000 | 478'896 | 478'896 | 3'604'530 | 3'609'320 | 98.76% | 98.76% |
18.12.2024 | 0.12% | 7.97 | 7.98 | 510'000 | 510'000 | 510'000 | 510'000 | 4'103'940 | 4'109'040 | 100.00% | 100.00% |
17.12.2024 | 0.12% | 8.00 | 8.01 | 510'000 | 510'000 | 510'000 | 510'000 | 4'135'530 | 4'140'630 | 99.37% | 99.37% |
16.12.2024 | 0.12% | 8.12 | 8.13 | 510'000 | 510'000 | 510'000 | 510'000 | 4'156'090 | 4'161'190 | 99.39% | 99.39% |
13.12.2024 | 0.12% | 8.23 | 8.24 | 510'000 | 510'000 | 510'000 | 510'000 | 4'279'800 | 4'284'900 | 100.00% | 100.00% |
12.12.2024 | 0.12% | 8.25 | 8.26 | 510'000 | 510'000 | 508'964 | 508'964 | 4'201'680 | 4'206'780 | 98.68% | 98.68% |
11.12.2024 | 0.13% | 8.21 | 8.22 | 510'000 | 510'000 | 505'390 | 505'390 | 4'091'800 | 4'096'870 | 99.55% | 99.55% |
10.12.2024 | 0.12% | 8.09 | 8.10 | 510'000 | 510'000 | 510'000 | 510'000 | 4'132'160 | 4'137'260 | 100.00% | 100.00% |