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 | - | - |
17.10.2024 | 3.78% | 0.31 | 0.32 | 200'000 | 200'000 | 220'893 | 220'895 | 58'613 | 60'822 | 99.93% | 99.93% |
16.10.2024 | 4.98% | 0.21 | 0.22 | 250'000 | 250'000 | 264'921 | 264'924 | 51'972 | 54'622 | 100.00% | 100.00% |
15.10.2024 | 3.62% | 0.25 | 0.26 | 225'000 | 225'000 | 201'944 | 201'944 | 54'944 | 56'963 | 100.00% | 100.00% |
14.10.2024 | 4.04% | 0.28 | 0.29 | 200'000 | 200'000 | 220'314 | 220'313 | 53'440 | 55'643 | 100.00% | 100.00% |
11.10.2024 | 6.60% | 0.19 | 0.20 | 275'000 | 275'000 | 356'677 | 356'683 | 52'203 | 55'772 | 100.00% | 100.00% |
10.10.2024 | 5.89% | 0.14 | 0.15 | 375'000 | 375'000 | 317'567 | 317'568 | 52'405 | 55'581 | 99.98% | 99.98% |
09.10.2024 | 7.76% | 0.16 | 0.17 | 350'000 | 350'000 | 417'494 | 417'505 | 51'831 | 56'008 | 100.00% | 100.00% |
08.10.2024 | 8.80% | 0.12 | 0.13 | 425'000 | 425'000 | 467'373 | 409'760 | 50'975 | 50'008 | 100.00% | 100.00% |
07.10.2024 | 7.89% | 0.12 | 0.13 | 425'000 | 425'000 | 423'687 | 580'426 | 51'635 | 77'815 | 85.89% | 100.00% |