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 | 2.39% | 0.66 | 0.68 | 80'000 | 50'000 | 80'000 | 50'000 | 52'659 | 33'709 | 11.58% | 11.65% |
19.11.2024 | 2.21% | 0.66 | 0.68 | 80'000 | 50'000 | 80'000 | 50'000 | 53'847 | 34'405 | 100.00% | 100.00% |
18.11.2024 | 2.27% | 0.62 | 0.64 | 90'000 | 50'000 | 80'454 | 50'000 | 51'467 | 32'726 | 100.00% | 100.00% |
15.11.2024 | 2.54% | 0.61 | 0.62 | 90'000 | 50'000 | 90'000 | 50'000 | 53'608 | 30'549 | 99.99% | 99.99% |
14.11.2024 | 3.57% | 0.58 | 0.59 | 90'000 | 50'000 | 42'134 | 31'590 | 25'000 | 19'347 | 89.39% | 89.39% |
13.11.2024 | 3.93% | 0.44 | 0.45 | 120'000 | 50'000 | 124'126 | 49'703 | 52'119 | 21'725 | 99.32% | 99.32% |
12.11.2024 | 3.72% | 0.41 | 0.43 | 130'000 | 50'000 | 130'089 | 50'000 | 51'138 | 20'402 | 100.00% | 100.00% |
11.11.2024 | 4.05% | 0.35 | 0.37 | 150'000 | 50'000 | 150'481 | 50'000 | 51'650 | 17'873 | 100.00% | 100.00% |
08.11.2024 | 5.53% | 0.36 | 0.37 | 140'000 | 50'000 | 152'434 | 50'000 | 48'894 | 17'039 | 33.52% | 33.52% |