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 | - | - |
26.09.2024 | - | 0.01 | 0.04 | 30'000 | 30'000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
25.09.2024 | 13.89% | 0.07 | 0.08 | 305'000 | 305'000 | 304'134 | 304'134 | 20'850 | 23'891 | 99.42% | 99.42% |
24.09.2024 | 9.50% | 0.11 | 0.12 | 310'000 | 310'000 | 309'798 | 309'798 | 33'106 | 36'204 | 98.86% | 98.86% |
23.09.2024 | 6.08% | 0.16 | 0.17 | 315'000 | 315'000 | 314'738 | 314'738 | 50'375 | 53'522 | 100.00% | 100.00% |
20.09.2024 | 6.76% | 0.17 | 0.18 | 315'000 | 315'000 | 313'393 | 313'393 | 44'988 | 48'122 | 100.00% | 100.00% |
19.09.2024 | 7.81% | 0.12 | 0.13 | 315'000 | 315'000 | 310'404 | 310'404 | 38'560 | 41'664 | 97.76% | 97.76% |
18.09.2024 | 5.53% | 0.18 | 0.19 | 320'000 | 320'000 | 318'681 | 318'681 | 56'030 | 59'217 | 100.00% | 100.00% |
12.09.2024 | 4.89% | 0.21 | 0.22 | 325'000 | 325'000 | 320'771 | 320'771 | 64'175 | 67'383 | 99.98% | 99.98% |
11.09.2024 | 4.36% | 0.24 | 0.25 | 330'000 | 330'000 | 326'892 | 326'892 | 73'822 | 77'094 | 100.00% | 100.00% |