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 | 30.01% | 0.02 | 0.03 | 1'000'000 | 400'000 | 949'705 | 349'705 | 27'703 | 13'590 | 100.00% | 100.00% |
19.09.2024 | 61.33% | 0.03 | 0.04 | 1'000'000 | 400'000 | 1'000'000 | 499'578 | 12'225 | 11'095 | 98.66% | 98.66% |
18.09.2024 | 66.67% | 0.01 | 0.02 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'000 | 10'000 | 98.86% | 98.86% |
12.09.2024 | 36.64% | 0.03 | 0.04 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 22'964 | 16'482 | 98.78% | 98.78% |
11.09.2024 | 43.54% | 0.01 | 0.02 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 18'671 | 14'336 | 98.48% | 98.48% |
10.09.2024 | 60.54% | 0.02 | 0.03 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 12'507 | 11'254 | 99.13% | 99.13% |
09.09.2024 | 64.08% | 0.01 | 0.02 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'970 | 10'485 | 98.75% | 98.75% |
06.09.2024 | 23.52% | 0.02 | 0.03 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 39'223 | 24'612 | 87.23% | 87.23% |
05.09.2024 | 26.03% | 0.05 | 0.06 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 36'353 | 23'177 | 98.78% | 98.78% |