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 | 166.67% | 0.00 | 0.01 | 1'000'000 | 500'000 | 1'000'000 | 485'083 | 1'000 | 5'336 | 100.00% | 100.00% |
19.09.2024 | 49.30% | 0.01 | 0.02 | 900'000 | 300'000 | 894'993 | 333'924 | 14'927 | 8'628 | 99.17% | 99.17% |
18.09.2024 | 98.27% | 0.00 | 0.01 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'330 | 7'665 | 99.14% | 99.14% |
12.09.2024 | 53.38% | 0.01 | 0.02 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 14'887 | 12'444 | 99.15% | 99.15% |
11.09.2024 | 70.17% | 0.01 | 0.02 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 9'871 | 9'936 | 99.13% | 99.13% |
10.09.2024 | 62.72% | 0.01 | 0.02 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 11'397 | 10'699 | 99.19% | 99.19% |
09.09.2024 | 40.34% | 0.01 | 0.02 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 19'873 | 14'937 | 99.17% | 99.17% |
06.09.2024 | 32.84% | 0.02 | 0.03 | 1'000'000 | 500'000 | 1'000'000 | 491'479 | 26'279 | 17'798 | 99.21% | 99.21% |
05.09.2024 | 23.08% | 0.03 | 0.04 | 1'000'000 | 400'000 | 995'071 | 395'651 | 38'732 | 19'319 | 99.14% | 99.14% |