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 | 65.01% | 0.01 | 0.02 | 520'000 | 520'000 | 519'882 | 519'882 | 5'743 | 11'159 | 100.00% | 100.00% |
19.09.2024 | 16.83% | 0.02 | 0.03 | 830'000 | 830'000 | 450'693 | 450'693 | 24'487 | 29'019 | 97.23% | 97.23% |
18.09.2024 | 9.42% | 0.10 | 0.11 | 940'000 | 940'000 | 486'958 | 486'958 | 50'610 | 55'499 | 99.03% | 99.03% |
12.09.2024 | 7.61% | 0.12 | 0.13 | 1'000'000 | 1'000'000 | 543'381 | 543'381 | 70'434 | 75'904 | 99.99% | 99.99% |
11.09.2024 | 6.46% | 0.18 | 0.19 | 1'000'000 | 1'000'000 | 541'330 | 541'330 | 87'579 | 93'015 | 99.59% | 99.59% |
10.09.2024 | 5.38% | 0.17 | 0.18 | 920'000 | 920'000 | 483'022 | 483'022 | 87'897 | 92'751 | 99.63% | 99.63% |
09.09.2024 | 4.56% | 0.22 | 0.23 | 930'000 | 930'000 | 484'510 | 484'510 | 105'539 | 110'403 | 99.76% | 99.76% |
06.09.2024 | 6.93% | 0.21 | 0.22 | 1'000'000 | 1'000'000 | 593'854 | 593'854 | 91'078 | 97'052 | 99.74% | 99.74% |
05.09.2024 | 6.58% | 0.14 | 0.15 | 970'000 | 970'000 | 512'395 | 512'395 | 75'157 | 80'305 | 100.00% | 100.00% |