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 | - | - |
08.12.2023 | 26.55% | 0.01 | 0.08 | 500'000 | 50'000 | 483'829 | 27'614 | 45'242 | 3'391 | 73.87% | 86.41% |
07.12.2023 | 5.36% | 0.26 | 0.27 | 200'000 | 50'000 | 119'438 | 30'658 | 52'119 | 13'926 | 97.56% | 97.56% |
06.12.2023 | 5.05% | 0.49 | 0.50 | 110'000 | 50'000 | 105'813 | 30'609 | 51'551 | 15'525 | 98.40% | 98.40% |
05.12.2023 | 4.34% | 0.60 | 0.61 | 90'000 | 50'000 | 90'000 | 30'525 | 51'981 | 18'375 | 99.90% | 99.90% |
04.12.2023 | 5.44% | 0.63 | 0.64 | 80'000 | 50'000 | 112'044 | 30'597 | 52'754 | 15'954 | 98.62% | 98.62% |
01.12.2023 | 5.63% | 0.45 | 0.46 | 120'000 | 50'000 | 116'045 | 30'526 | 51'876 | 14'665 | 99.91% | 99.91% |
30.11.2023 | 8.36% | 0.44 | 0.45 | 120'000 | 50'000 | 169'047 | 30'525 | 51'356 | 10'665 | 99.91% | 99.91% |
29.11.2023 | 7.20% | 0.27 | 0.28 | 190'000 | 50'000 | 157'211 | 30'560 | 51'358 | 10'467 | 99.30% | 99.30% |
28.11.2023 | 6.57% | 0.39 | 0.40 | 130'000 | 50'000 | 136'638 | 30'539 | 52'019 | 12'547 | 99.67% | 99.67% |