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 | 19.46% | 0.04 | 0.05 | 750'000 | 250'000 | 749'961 | 250'000 | 35'119 | 14'207 | 100.00% | 100.00% |
19.09.2024 | 16.35% | 0.03 | 0.04 | 1'000'000 | 400'000 | 797'961 | 277'636 | 48'062 | 19'146 | 99.56% | 99.56% |
18.09.2024 | 15.82% | 0.04 | 0.05 | 1'000'000 | 400'000 | 884'874 | 303'818 | 52'023 | 20'778 | 99.27% | 99.27% |
12.09.2024 | 24.23% | 0.08 | 0.09 | 900'000 | 300'000 | 982'651 | 452'322 | 40'110 | 21'860 | 99.51% | 99.51% |
11.09.2024 | 32.33% | 0.03 | 0.04 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 26'713 | 18'357 | 99.13% | 99.13% |
10.09.2024 | 40.00% | 0.02 | 0.03 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'000 | 15'000 | 99.58% | 99.58% |
09.09.2024 | 55.10% | 0.02 | 0.03 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 14'336 | 12'168 | 99.22% | 99.22% |
06.09.2024 | 29.17% | 0.02 | 0.03 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 29'784 | 19'892 | 96.94% | 96.94% |
05.09.2024 | 22.53% | 0.04 | 0.05 | 1'000'000 | 500'000 | 1'000'000 | 498'256 | 39'945 | 24'868 | 98.93% | 98.93% |