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 | 0.40% | 2.55 | 2.55 | 130'000 | 130'000 | 130'000 | 130'000 | 322'052 | 323'352 | 74.33% | 88.16% |
26.09.2022 | 0.40% | 2.50 | 2.51 | 130'000 | 130'000 | 130'000 | 130'000 | 322'081 | 323'381 | 100.00% | 100.00% |
23.09.2022 | 0.40% | 2.48 | 2.49 | 130'000 | 130'000 | 130'000 | 130'000 | 323'884 | 325'184 | 100.00% | 100.00% |
22.09.2022 | 0.38% | 2.58 | 2.59 | 130'000 | 130'000 | 125'231 | 125'231 | 330'747 | 332'000 | 100.00% | 100.00% |
21.09.2022 | 0.38% | 2.66 | 2.67 | 125'000 | 125'000 | 125'000 | 125'000 | 328'208 | 329'458 | 100.00% | 100.00% |
20.09.2022 | 0.37% | 2.65 | 2.66 | 125'000 | 125'000 | 125'000 | 125'000 | 333'103 | 334'353 | 100.00% | 100.00% |
19.09.2022 | 0.38% | 2.72 | 2.73 | 125'000 | 125'000 | 125'000 | 125'000 | 328'305 | 329'555 | 98.05% | 98.05% |
16.09.2022 | 0.37% | 2.69 | 2.70 | 125'000 | 125'000 | 125'000 | 125'000 | 341'182 | 342'432 | 96.95% | 96.95% |
15.09.2022 | 0.35% | 2.83 | 2.84 | 120'000 | 120'000 | 120'000 | 120'000 | 343'450 | 344'650 | 100.00% | 100.00% |