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 | 20.78% | 0.04 | 0.05 | 1'500'000 | 50'000 | 1'500'000 | 50'000 | 65'570 | 2'686 | 100.00% | 100.00% |
19.09.2024 | 10.41% | 0.08 | 0.09 | 1'500'000 | 50'000 | 1'500'000 | 50'000 | 137'253 | 5'075 | 99.26% | 99.26% |
18.09.2024 | 16.66% | 0.07 | 0.08 | 1'500'000 | 50'000 | 1'500'000 | 50'000 | 84'227 | 3'308 | 99.27% | 99.27% |
12.09.2024 | 8.19% | 0.11 | 0.12 | 450'000 | 150'000 | 450'000 | 150'000 | 52'928 | 19'143 | 99.26% | 99.26% |
11.09.2024 | 8.85% | 0.10 | 0.11 | 450'000 | 150'000 | 450'000 | 150'000 | 49'056 | 17'852 | 99.26% | 99.26% |
10.09.2024 | 7.80% | 0.10 | 0.11 | 450'000 | 150'000 | 450'000 | 150'000 | 56'233 | 20'244 | 99.16% | 99.16% |
09.09.2024 | 7.48% | 0.12 | 0.13 | 450'000 | 150'000 | 450'000 | 150'000 | 58'140 | 20'880 | 99.27% | 99.27% |
06.09.2024 | 7.38% | 0.12 | 0.13 | 450'000 | 150'000 | 450'000 | 150'000 | 59'039 | 21'180 | 99.26% | 99.26% |
05.09.2024 | 7.61% | 0.12 | 0.13 | 450'000 | 150'000 | 450'000 | 150'000 | 56'999 | 20'500 | 99.27% | 99.27% |