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 | - | - |
28.09.2022 | 0.25% | 4.08 | 4.09 | 130'000 | 130'000 | 130'000 | 130'000 | 521'778 | 523'078 | 74.33% | 88.16% |
26.09.2022 | 0.25% | 4.03 | 4.04 | 130'000 | 130'000 | 130'000 | 130'000 | 521'798 | 523'098 | 100.00% | 100.00% |
23.09.2022 | 0.25% | 4.02 | 4.03 | 130'000 | 130'000 | 130'000 | 130'000 | 523'478 | 524'778 | 100.00% | 100.00% |
22.09.2022 | 0.24% | 4.11 | 4.12 | 130'000 | 130'000 | 125'232 | 125'232 | 522'935 | 524'187 | 100.00% | 100.00% |
21.09.2022 | 0.24% | 4.20 | 4.21 | 125'000 | 125'000 | 125'000 | 125'000 | 520'076 | 521'326 | 100.00% | 100.00% |
20.09.2022 | 0.24% | 4.18 | 4.19 | 125'000 | 125'000 | 125'000 | 125'000 | 524'965 | 526'215 | 100.00% | 100.00% |
19.09.2022 | 0.24% | 4.25 | 4.26 | 125'000 | 125'000 | 125'000 | 125'000 | 520'207 | 521'457 | 98.05% | 98.05% |
16.09.2022 | 0.23% | 4.22 | 4.23 | 125'000 | 125'000 | 125'000 | 125'000 | 532'810 | 534'060 | 96.95% | 96.95% |
15.09.2022 | 0.23% | 4.36 | 4.37 | 120'000 | 120'000 | 120'000 | 120'000 | 527'347 | 528'547 | 100.00% | 100.00% |