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 | - | - |
21.06.2024 | 40.01% | 0.02 | 0.03 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 21'499 | 7'875 | 100.00% | 100.00% |
20.06.2024 | 80.62% | 0.01 | 0.02 | 1'000'000 | 250'000 | 994'646 | 250'000 | 7'851 | 4'478 | 98.81% | 98.81% |
19.06.2024 | 25.16% | 0.03 | 0.04 | 1'000'000 | 250'000 | 991'837 | 251'728 | 34'996 | 11'391 | 98.33% | 98.33% |
18.06.2024 | 10.41% | 0.08 | 0.09 | 775'000 | 400'000 | 553'913 | 404'058 | 50'416 | 42'149 | 98.70% | 98.70% |
17.06.2024 | 2.95% | 0.28 | 0.29 | 200'000 | 200'000 | 159'512 | 159'512 | 53'217 | 54'812 | 99.07% | 99.07% |
14.06.2024 | 2.21% | 0.39 | 0.40 | 125'000 | 125'000 | 125'383 | 125'383 | 56'331 | 57'585 | 99.06% | 99.06% |
13.06.2024 | 3.03% | 0.38 | 0.39 | 150'000 | 150'000 | 172'620 | 172'620 | 56'083 | 57'809 | 99.13% | 99.13% |
12.06.2024 | 3.22% | 0.27 | 0.28 | 200'000 | 200'000 | 181'564 | 181'564 | 55'583 | 57'399 | 97.56% | 97.56% |
11.06.2024 | 2.08% | 0.41 | 0.42 | 125'000 | 125'000 | 123'422 | 123'422 | 58'911 | 60'145 | 99.16% | 99.16% |