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% | 0.58 | 0.59 | 90'000 | 50'000 | 90'715 | 50'000 | 52'091 | 29'431 | 11.58% | 11.65% |
19.11.2024 | 1.70% | 0.85 | 0.87 | 60'000 | 50'000 | 60'469 | 50'000 | 53'560 | 45'078 | 100.00% | 100.00% |
18.11.2024 | 1.85% | 0.81 | 0.83 | 70'000 | 50'000 | 61'975 | 50'000 | 52'508 | 43'214 | 100.00% | 100.00% |
15.11.2024 | 1.68% | 0.83 | 0.84 | 70'000 | 50'000 | 69'321 | 50'000 | 54'702 | 40'149 | 100.00% | 100.00% |
14.11.2024 | 1.69% | 0.75 | 0.76 | 70'000 | 50'000 | 70'580 | 50'000 | 52'059 | 37'521 | 99.52% | 99.52% |
13.11.2024 | 1.87% | 0.70 | 0.71 | 80'000 | 50'000 | 78'880 | 49'441 | 53'860 | 34'417 | 99.32% | 99.32% |
12.11.2024 | 1.63% | 0.70 | 0.71 | 80'000 | 75'000 | 88'158 | 75'000 | 53'661 | 46'509 | 100.00% | 100.00% |
11.11.2024 | 2.20% | 0.53 | 0.55 | 100'000 | 50'000 | 99'811 | 50'000 | 52'921 | 27'111 | 100.00% | 100.00% |
08.11.2024 | 1.76% | 0.64 | 0.65 | 80'000 | 50'000 | 79'794 | 50'000 | 53'471 | 34'118 | 100.00% | 100.00% |