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 | 4.79% | 0.19 | 0.20 | 450'000 | 150'000 | 450'000 | 150'000 | 92'192 | 32'231 | 100.00% | 100.00% |
19.09.2024 | 4.37% | 0.23 | 0.24 | 450'000 | 150'000 | 450'000 | 150'000 | 101'543 | 35'348 | 99.10% | 99.10% |
18.09.2024 | 6.31% | 0.15 | 0.16 | 450'000 | 150'000 | 450'000 | 150'000 | 69'161 | 24'554 | 99.12% | 99.12% |
12.09.2024 | 7.35% | 0.13 | 0.14 | 600'000 | 200'000 | 600'000 | 200'000 | 79'538 | 28'513 | 99.10% | 99.10% |
11.09.2024 | 8.95% | 0.10 | 0.11 | 600'000 | 200'000 | 616'318 | 205'439 | 66'502 | 24'222 | 99.17% | 99.17% |
10.09.2024 | 9.06% | 0.10 | 0.11 | 600'000 | 200'000 | 608'978 | 202'993 | 64'411 | 23'500 | 99.20% | 99.20% |
09.09.2024 | 7.80% | 0.11 | 0.12 | 600'000 | 200'000 | 600'000 | 200'000 | 74'021 | 26'674 | 99.17% | 99.17% |
06.09.2024 | 6.69% | 0.11 | 0.12 | 750'000 | 250'000 | 602'196 | 200'732 | 87'716 | 31'246 | 99.20% | 99.20% |
05.09.2024 | 5.54% | 0.16 | 0.17 | 600'000 | 200'000 | 591'552 | 197'184 | 103'972 | 36'629 | 99.15% | 99.15% |