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 | 210'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
19.09.2024 | - | - | 0.02 | 0 | 590'000 | 0 | 0 | 0 | 0 | 0.00% | 97.47% |
18.09.2024 | - | - | 0.02 | 0 | 630'000 | 0 | 0 | 0 | 0 | 0.00% | 99.19% |
12.09.2024 | 164.13% | 0.00 | 0.02 | 610'000 | 610'000 | 323'547 | 323'547 | 647 | 6'510 | 100.00% | 100.00% |
11.09.2024 | 164.01% | 0.00 | 0.02 | 640'000 | 640'000 | 336'357 | 336'357 | 673 | 6'752 | 100.00% | 100.00% |
10.09.2024 | 140.37% | 0.00 | 0.02 | 640'000 | 640'000 | 337'684 | 337'684 | 1'083 | 6'780 | 99.63% | 99.63% |
09.09.2024 | 96.84% | 0.01 | 0.02 | 660'000 | 660'000 | 340'999 | 340'999 | 2'212 | 6'839 | 99.93% | 99.93% |
06.09.2024 | 131.06% | 0.01 | 0.02 | 660'000 | 660'000 | 332'028 | 332'028 | 1'482 | 6'672 | 99.74% | 99.74% |
05.09.2024 | 119.52% | 0.00 | 0.02 | 620'000 | 620'000 | 330'037 | 330'037 | 1'601 | 6'623 | 100.00% | 100.00% |