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 | - | - | 0.02 | 0 | 50'000 | 0 | 0 | 0 | 0 | 0.00% | 21.46% |
19.09.2024 | - | - | 0.02 | 0 | 50'000 | 0 | 0 | 0 | 0 | 0.00% | 73.74% |
18.09.2024 | - | - | 0.02 | 0 | 50'000 | 0 | 0 | 0 | 0 | 0.00% | 23.52% |
12.09.2024 | - | - | 0.02 | 0 | 50'000 | 0 | 0 | 0 | 0 | 0.00% | 84.88% |
11.09.2024 | 86.40% | 0.01 | 0.02 | 500'000 | 50'000 | 500'000 | 50'000 | 5'000 | 1'296 | 8.89% | 91.92% |
10.09.2024 | 97.05% | 0.01 | 0.03 | 352'355 | 50'000 | 358'836 | 50'000 | 3'816 | 1'516 | 97.60% | 97.60% |
09.09.2024 | 91.30% | 0.01 | 0.03 | 361'911 | 50'000 | 377'593 | 50'000 | 4'473 | 1'546 | 99.90% | 99.90% |
06.09.2024 | - | - | 0.05 | 0 | 20'000 | 0 | 0 | 0 | 0 | 0.00% | 70.89% |
05.09.2024 | 74.36% | 0.01 | 0.03 | 379'250 | 50'000 | 398'971 | 50'000 | 6'685 | 1'776 | 94.18% | 94.18% |