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 | - | - |
20.11.2024 | 1.82% | 0.80 | 0.81 | 70'000 | 50'000 | 70'000 | 50'000 | 55'832 | 40'612 | 11.58% | 11.65% |
19.11.2024 | 1.87% | 0.80 | 0.82 | 70'000 | 50'000 | 70'000 | 50'000 | 56'809 | 41'344 | 100.00% | 100.00% |
18.11.2024 | 1.89% | 0.76 | 0.78 | 70'000 | 50'000 | 70'000 | 50'000 | 54'458 | 39'641 | 100.00% | 100.00% |
15.11.2024 | 2.09% | 0.75 | 0.76 | 70'000 | 50'000 | 70'145 | 50'000 | 51'479 | 37'474 | 99.99% | 99.99% |
14.11.2024 | 2.92% | 0.72 | 0.73 | 70'000 | 50'000 | 36'864 | 31'590 | 26'988 | 23'750 | 89.39% | 89.39% |
13.11.2024 | 2.79% | 0.58 | 0.59 | 90'000 | 50'000 | 94'126 | 49'703 | 52'687 | 28'634 | 99.32% | 99.32% |
12.11.2024 | 3.00% | 0.55 | 0.57 | 100'000 | 50'000 | 100'000 | 50'000 | 53'087 | 27'352 | 100.00% | 100.00% |
11.11.2024 | 3.22% | 0.49 | 0.50 | 110'000 | 50'000 | 110'000 | 50'000 | 52'842 | 24'805 | 100.00% | 100.00% |
08.11.2024 | 3.02% | 0.49 | 0.50 | 110'000 | 50'000 | 104'350 | 50'000 | 51'498 | 25'494 | 45.50% | 45.50% |