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 | - | - |
20.09.2024 | - | - | 0.02 | 0 | 50'000 | 0 | 0 | 0 | 0 | 0.00% | 21.77% |
19.09.2024 | - | - | 0.02 | 0 | 50'000 | 0 | 0 | 0 | 0 | 0.00% | 75.61% |
18.09.2024 | - | - | 0.02 | 0 | 50'000 | 0 | 0 | 0 | 0 | 0.00% | 23.95% |
12.09.2024 | 83.81% | 0.01 | 0.02 | 500'000 | 50'000 | 490'999 | 50'000 | 4'910 | 1'257 | 7.70% | 95.47% |
11.09.2024 | 99.23% | 0.01 | 0.03 | 496'336 | 50'000 | 497'810 | 50'000 | 4'978 | 1'488 | 83.18% | 94.94% |
10.09.2024 | 65.82% | 0.02 | 0.04 | 275'287 | 50'000 | 283'558 | 50'000 | 5'786 | 2'016 | 97.60% | 97.60% |
09.09.2024 | 63.37% | 0.02 | 0.04 | 284'023 | 50'000 | 296'314 | 50'000 | 6'290 | 2'034 | 99.90% | 99.90% |
06.09.2024 | 142.86% | 0.01 | 0.06 | 306'556 | 20'000 | 313'466 | 20'000 | 3'135 | 1'200 | 1.90% | 70.89% |
05.09.2024 | 55.59% | 0.02 | 0.04 | 300'986 | 50'000 | 310'071 | 50'000 | 7'840 | 2'213 | 95.13% | 95.13% |