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 | 50.00% | 0.02 | 0.03 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'000 | 6'250 | 95.03% | 95.03% |
19.09.2024 | 50.00% | 0.02 | 0.03 | 1'000'000 | 250'000 | 978'408 | 250'000 | 14'676 | 6'250 | 99.52% | 99.52% |
18.09.2024 | 50.00% | 0.02 | 0.03 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'000 | 6'250 | 100.00% | 100.00% |
12.09.2024 | 27.02% | 0.03 | 0.04 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 32'255 | 10'564 | 100.00% | 100.00% |
11.09.2024 | 21.20% | 0.04 | 0.05 | 1'000'000 | 250'000 | 999'263 | 250'491 | 42'341 | 13'119 | 100.00% | 100.00% |
10.09.2024 | 14.67% | 0.07 | 0.08 | 775'000 | 400'000 | 803'898 | 409'199 | 50'812 | 29'970 | 99.75% | 99.75% |
09.09.2024 | 14.40% | 0.07 | 0.08 | 775'000 | 400'000 | 784'827 | 403'219 | 50'604 | 30'041 | 99.61% | 99.61% |
06.09.2024 | 13.73% | 0.07 | 0.08 | 250'000 | 250'000 | 732'027 | 379'491 | 49'611 | 29'551 | 92.95% | 92.95% |
05.09.2024 | 12.69% | 0.07 | 0.08 | 625'000 | 325'000 | 677'438 | 351'812 | 50'076 | 29'514 | 99.52% | 99.52% |