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 | - | - |
22.07.2022 | 33.33% | 0.03 | 0.04 | 2'535'300 | 2'535'300 | 2'574'660 | 2'574'660 | 64'367 | 90'113 | 99.96% | 99.96% |
21.07.2022 | 33.33% | 0.03 | 0.04 | 2'556'200 | 2'556'200 | 2'580'360 | 2'580'360 | 64'509 | 90'313 | 100.00% | 100.00% |
20.07.2022 | 33.33% | 0.03 | 0.04 | 2'644'200 | 2'644'200 | 2'664'010 | 2'664'010 | 66'600 | 93'241 | 99.82% | 99.82% |
19.07.2022 | 33.33% | 0.03 | 0.04 | 2'324'800 | 2'324'800 | 2'358'880 | 2'358'880 | 58'972 | 82'561 | 100.00% | 100.00% |
18.07.2022 | 33.33% | 0.03 | 0.04 | 2'300'400 | 2'300'400 | 2'300'400 | 2'300'400 | 57'510 | 80'514 | 100.00% | 100.00% |
15.07.2022 | 32.57% | 0.03 | 0.04 | 2'178'800 | 2'178'800 | 2'178'790 | 2'178'790 | 56'205 | 77'993 | 99.36% | 99.36% |
14.07.2022 | 29.17% | 0.03 | 0.04 | 2'310'500 | 2'310'500 | 2'323'540 | 2'323'540 | 68'242 | 91'478 | 96.45% | 96.45% |
13.07.2022 | 32.88% | 0.03 | 0.04 | 2'482'300 | 2'482'300 | 2'455'630 | 2'455'630 | 62'580 | 87'136 | 99.47% | 99.47% |
12.07.2022 | 30.02% | 0.03 | 0.04 | 2'224'000 | 2'224'000 | 2'224'000 | 2'224'000 | 63'339 | 85'579 | 100.00% | 100.00% |