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 | - | - |
15.11.2024 | 45.54% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 17'494 | 27'494 | 63.83% | 99.25% |
14.11.2024 | 28.62% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 33'173 | 43'173 | 100.00% | 100.00% |
13.11.2024 | 38.79% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 24'022 | 34'022 | 81.99% | 100.00% |
12.11.2024 | 10.95% | 0.03 | 0.04 | 970'000 | 970'000 | 970'000 | 970'000 | 94'300 | 104'000 | 100.00% | 100.00% |
11.11.2024 | 3.54% | 0.28 | 0.28 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 279'014 | 289'014 | 100.00% | 100.00% |
08.11.2024 | 7.69% | 0.10 | 0.11 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 130'222 | 140'222 | 100.00% | 100.00% |
07.11.2024 | 4.56% | 0.26 | 0.27 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 219'096 | 229'096 | 99.17% | 99.17% |
06.11.2024 | 4.63% | 0.12 | 0.13 | 1'000'000 | 1'000'000 | 991'049 | 991'049 | 264'641 | 274'610 | 100.00% | 100.00% |
05.11.2024 | 3.79% | 0.31 | 0.32 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 259'710 | 269'710 | 99.49% | 99.49% |