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 | - | - |
19.01.2024 | 0.46% | 2.22 | 2.23 | 80'000 | 80'000 | 80'000 | 80'000 | 174'080 | 174'880 | 98.91% | 98.91% |
18.01.2024 | 0.56% | 1.84 | 1.85 | 80'000 | 80'000 | 80'000 | 80'000 | 142'434 | 143'234 | 99.99% | 99.99% |
17.01.2024 | 0.59% | 1.70 | 1.71 | 80'000 | 80'000 | 80'000 | 80'000 | 136'017 | 136'817 | 99.99% | 99.99% |
16.01.2024 | 0.53% | 1.96 | 1.97 | 80'000 | 80'000 | 80'000 | 80'000 | 150'223 | 151'023 | 99.99% | 99.99% |
15.01.2024 | 0.49% | 2.03 | 2.04 | 40'000 | 40'000 | 71'264 | 71'264 | 143'958 | 144'671 | 100.00% | 100.00% |
12.01.2024 | 0.50% | 2.02 | 2.03 | 80'000 | 80'000 | 80'000 | 80'000 | 160'602 | 161'402 | 100.00% | 100.00% |
11.01.2024 | 0.48% | 1.75 | 1.76 | 80'000 | 80'000 | 80'000 | 80'000 | 166'802 | 167'602 | 99.74% | 99.74% |
10.01.2024 | 0.53% | 1.91 | 1.92 | 80'000 | 80'000 | 80'000 | 80'000 | 149'950 | 150'750 | 100.00% | 100.00% |
09.01.2024 | 0.57% | 1.76 | 1.77 | 80'000 | 80'000 | 80'000 | 80'000 | 140'074 | 140'874 | 100.00% | 100.00% |