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 | 10.52% | 0.09 | 0.10 | 600'000 | 200'000 | 600'000 | 200'000 | 54'015 | 20'005 | 20.77% | 100.00% |
19.09.2024 | 13.24% | 0.11 | 0.12 | 600'000 | 200'000 | 739'509 | 246'503 | 53'277 | 20'224 | 98.68% | 98.68% |
18.09.2024 | 18.69% | 0.04 | 0.05 | 1'000'000 | 400'000 | 973'371 | 373'371 | 47'421 | 21'901 | 99.08% | 99.08% |
12.09.2024 | 12.19% | 0.08 | 0.09 | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 77'505 | 35'002 | 98.05% | 98.05% |
11.09.2024 | 27.65% | 0.03 | 0.04 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 31'604 | 20'802 | 95.70% | 95.70% |
10.09.2024 | 44.50% | 0.02 | 0.03 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 18'312 | 14'156 | 95.56% | 95.56% |
09.09.2024 | 65.71% | 0.01 | 0.02 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'357 | 10'179 | 98.62% | 98.62% |
06.09.2024 | 39.18% | 0.01 | 0.02 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 21'665 | 15'832 | 94.31% | 94.31% |
05.09.2024 | 23.75% | 0.03 | 0.04 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 37'588 | 23'794 | 98.44% | 98.44% |