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 | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 75'000 | 105'000 | 99.43% | 99.43% |
21.07.2022 | 38.43% | 0.03 | 0.04 | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 63'541 | 93'541 | 98.82% | 98.82% |
20.07.2022 | 40.00% | 0.02 | 0.03 | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 60'000 | 90'000 | 99.23% | 99.23% |
19.07.2022 | 33.45% | 0.02 | 0.03 | 2'476'300 | 2'476'300 | 2'564'930 | 2'564'930 | 64'036 | 89'686 | 98.84% | 98.84% |
18.07.2022 | 33.21% | 0.03 | 0.04 | 2'674'000 | 2'674'000 | 2'626'670 | 2'626'670 | 66'018 | 92'285 | 99.48% | 99.48% |
15.07.2022 | 29.85% | 0.03 | 0.04 | 2'337'000 | 2'337'000 | 2'375'990 | 2'375'990 | 68'121 | 91'881 | 98.60% | 98.60% |
14.07.2022 | 30.11% | 0.03 | 0.04 | 2'761'100 | 2'761'100 | 2'739'790 | 2'739'790 | 77'824 | 105'222 | 99.42% | 99.42% |
13.07.2022 | 32.43% | 0.03 | 0.04 | 2'777'500 | 2'777'500 | 2'750'590 | 2'750'590 | 71'339 | 98'845 | 99.40% | 99.40% |
12.07.2022 | 33.33% | 0.03 | 0.04 | 2'652'600 | 2'652'600 | 2'652'600 | 2'652'600 | 66'315 | 92'841 | 99.07% | 99.07% |