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 | 2.45% | 0.70 | 0.72 | 80'000 | 50'000 | 80'000 | 50'000 | 55'960 | 35'843 | 11.58% | 11.65% |
19.11.2024 | 2.00% | 0.70 | 0.72 | 80'000 | 50'000 | 75'262 | 50'000 | 53'735 | 36'458 | 100.00% | 100.00% |
18.11.2024 | 2.07% | 0.67 | 0.68 | 80'000 | 50'000 | 80'000 | 50'000 | 54'514 | 34'782 | 100.00% | 100.00% |
15.11.2024 | 2.29% | 0.65 | 0.66 | 80'000 | 50'000 | 81'252 | 50'000 | 51'746 | 32'594 | 99.99% | 99.99% |
14.11.2024 | 3.62% | 0.62 | 0.63 | 90'000 | 50'000 | 39'728 | 31'590 | 25'186 | 20'685 | 89.39% | 89.39% |
13.11.2024 | 2.99% | 0.48 | 0.49 | 110'000 | 50'000 | 112'496 | 49'703 | 52'059 | 23'714 | 99.32% | 99.32% |
12.11.2024 | 3.81% | 0.45 | 0.47 | 120'000 | 50'000 | 120'000 | 50'000 | 51'973 | 22'498 | 100.00% | 100.00% |
11.11.2024 | 3.77% | 0.39 | 0.41 | 130'000 | 50'000 | 135'260 | 50'000 | 51'949 | 19'951 | 100.00% | 100.00% |
08.11.2024 | 4.56% | 0.40 | 0.41 | 130'000 | 50'000 | 136'756 | 50'000 | 52'268 | 20'125 | 71.25% | 71.25% |