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 | 15.99% | 0.06 | 0.07 | 850'000 | 425'000 | 866'379 | 397'988 | 50'139 | 27'403 | 95.02% | 95.02% |
19.09.2024 | 24.20% | 0.06 | 0.07 | 1'000'000 | 250'000 | 977'649 | 265'661 | 36'903 | 12'833 | 99.51% | 99.51% |
18.09.2024 | 23.12% | 0.05 | 0.06 | 1'000'000 | 250'000 | 1'000'000 | 257'791 | 38'927 | 12'686 | 100.00% | 100.00% |
12.09.2024 | 22.61% | 0.04 | 0.05 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 39'334 | 12'334 | 100.00% | 100.00% |
11.09.2024 | 23.95% | 0.04 | 0.05 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 36'924 | 11'731 | 100.00% | 100.00% |
10.09.2024 | 27.90% | 0.03 | 0.04 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'944 | 10'236 | 99.75% | 99.75% |
09.09.2024 | 24.59% | 0.04 | 0.05 | 1'000'000 | 250'000 | 997'596 | 250'000 | 35'655 | 11'438 | 99.61% | 99.61% |
06.09.2024 | 19.03% | 0.05 | 0.06 | 250'000 | 250'000 | 957'993 | 338'058 | 45'827 | 19'989 | 93.08% | 93.08% |
05.09.2024 | 18.24% | 0.05 | 0.06 | 1'000'000 | 250'000 | 984'112 | 446'790 | 49'058 | 26'877 | 99.51% | 99.51% |