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 | 10.98% | 0.08 | 0.09 | 300'000 | 100'000 | 300'000 | 100'000 | 25'950 | 9'650 | 100.00% | 100.00% |
19.09.2024 | 9.23% | 0.10 | 0.11 | 300'000 | 100'000 | 339'984 | 113'328 | 35'104 | 12'835 | 99.27% | 99.27% |
18.09.2024 | 16.58% | 0.04 | 0.05 | 600'000 | 200'000 | 511'517 | 170'506 | 28'313 | 11'143 | 99.39% | 99.39% |
12.09.2024 | 49.87% | 0.02 | 0.03 | 1'000'000 | 400'000 | 1'000'000 | 494'641 | 15'312 | 12'493 | 97.89% | 97.89% |
11.09.2024 | 111.78% | 0.01 | 0.02 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'063 | 7'031 | 98.97% | 98.97% |
10.09.2024 | 90.02% | 0.01 | 0.02 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'354 | 8'177 | 99.43% | 99.43% |
09.09.2024 | 42.12% | 0.01 | 0.02 | 1'000'000 | 500'000 | 1'000'000 | 488'351 | 20'039 | 14'611 | 99.45% | 99.45% |
06.09.2024 | 15.80% | 0.03 | 0.04 | 1'000'000 | 400'000 | 771'180 | 263'644 | 45'573 | 18'082 | 99.42% | 99.42% |
05.09.2024 | 12.71% | 0.09 | 0.10 | 600'000 | 200'000 | 688'586 | 229'529 | 51'172 | 19'353 | 99.31% | 99.31% |