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 |
---|---|---|---|---|---|---|---|---|---|---|---|
09.02.2023 | 1.52% | 1.92 | 1.95 | 100'000 | 100'000 | 100'000 | 100'000 | 195'336 | 198'336 | 99.16% | 99.16% |
08.02.2023 | 1.56% | 1.84 | 1.87 | 100'000 | 100'000 | 100'000 | 100'000 | 190'796 | 193'796 | 100.00% | 100.00% |
07.02.2023 | 1.50% | 1.92 | 1.95 | 100'000 | 100'000 | 100'000 | 100'000 | 198'775 | 201'775 | 100.00% | 100.00% |
06.02.2023 | 1.50% | 1.98 | 2.01 | 100'000 | 100'000 | 100'000 | 100'000 | 198'801 | 201'801 | 100.00% | 100.00% |
03.02.2023 | 1.49% | 2.07 | 2.10 | 100'000 | 100'000 | 100'000 | 100'000 | 199'386 | 202'386 | 99.12% | 99.12% |
02.02.2023 | 1.57% | 1.92 | 1.95 | 100'000 | 100'000 | 100'000 | 100'000 | 189'294 | 192'294 | 99.55% | 99.55% |
01.02.2023 | 1.41% | 2.10 | 2.13 | 100'000 | 100'000 | 100'000 | 100'000 | 210'971 | 213'971 | 100.00% | 100.00% |
31.01.2023 | 1.44% | 2.06 | 2.09 | 100'000 | 100'000 | 100'000 | 100'000 | 206'759 | 209'759 | 100.00% | 100.00% |
30.01.2023 | 1.44% | 2.09 | 2.12 | 100'000 | 100'000 | 100'000 | 100'000 | 206'512 | 209'512 | 100.00% | 100.00% |
27.01.2023 | 1.43% | 2.08 | 2.11 | 100'000 | 100'000 | 100'000 | 100'000 | 208'350 | 211'350 | 99.40% | 99.40% |