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 | 0.26% | 7.69 | 7.71 | 510'000 | 510'000 | 510'000 | 510'000 | 3'920'090 | 3'930'290 | 100.00% | 100.00% |
19.12.2024 | 0.12% | 8.13 | 8.14 | 510'000 | 510'000 | 478'889 | 478'889 | 3'961'690 | 3'966'480 | 98.76% | 98.76% |
18.12.2024 | 0.11% | 8.72 | 8.73 | 510'000 | 510'000 | 510'000 | 510'000 | 4'486'150 | 4'491'250 | 100.00% | 100.00% |
17.12.2024 | 0.11% | 8.75 | 8.76 | 510'000 | 510'000 | 510'000 | 510'000 | 4'518'920 | 4'524'020 | 99.37% | 99.37% |
16.12.2024 | 0.11% | 8.87 | 8.88 | 510'000 | 510'000 | 509'999 | 509'999 | 4'537'990 | 4'543'090 | 99.42% | 99.42% |
13.12.2024 | 0.11% | 8.98 | 8.99 | 510'000 | 510'000 | 510'000 | 510'000 | 4'661'850 | 4'666'950 | 100.00% | 100.00% |
12.12.2024 | 0.11% | 9.00 | 9.01 | 510'000 | 510'000 | 508'970 | 508'970 | 4'580'710 | 4'585'800 | 98.22% | 98.22% |
11.12.2024 | 0.12% | 8.95 | 8.96 | 510'000 | 510'000 | 505'394 | 505'394 | 4'466'490 | 4'471'570 | 99.55% | 99.55% |
10.12.2024 | 0.11% | 8.83 | 8.84 | 510'000 | 510'000 | 510'000 | 510'000 | 4'509'520 | 4'514'620 | 100.00% | 100.00% |