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 | - | - |
24.01.2023 | 0.07% | 30.86 | 30.51 | 50'000 | 10'000 | 10'000 | 10'000 | 305'001 | 305'201 | 6.39% | 98.51% |
23.01.2023 | 0.07% | 30.84 | 30.86 | 50'000 | 50'000 | 26'466 | 26'466 | 793'622 | 794'152 | 99.90% | 99.90% |
20.01.2023 | 0.07% | 29.06 | 29.08 | 54'000 | 54'000 | 27'823 | 27'823 | 808'605 | 809'162 | 99.72% | 99.72% |
19.01.2023 | 0.07% | 28.86 | 28.88 | 54'000 | 54'000 | 27'826 | 27'826 | 796'157 | 796'714 | 99.55% | 99.55% |
18.01.2023 | 0.07% | 29.20 | 29.22 | 54'000 | 54'000 | 27'803 | 27'803 | 811'713 | 812'269 | 99.08% | 99.08% |
17.01.2023 | 0.07% | 28.93 | 28.95 | 54'000 | 54'000 | 27'800 | 27'800 | 806'749 | 807'305 | 99.48% | 99.48% |
16.01.2023 | 0.07% | 29.08 | 29.10 | 11'000 | 11'000 | 11'000 | 11'000 | 318'498 | 318'718 | 99.63% | 99.63% |
13.01.2023 | 0.07% | 28.76 | 28.78 | 40'000 | 40'000 | 20'515 | 20'515 | 587'664 | 588'075 | 99.71% | 99.71% |
12.01.2023 | 0.07% | 28.64 | 28.66 | 40'000 | 40'000 | 20'474 | 20'474 | 590'851 | 591'261 | 97.60% | 97.60% |