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 | - | - |
20.03.2023 | - | 1.09 | - | 417'600 | 0 | 0 | 0 | 0 | 0 | 0.00% | 34.65% |
17.03.2023 | 3.84% | 0.27 | 0.28 | 252'700 | 50'540 | 251'658 | 50'332 | 65'596 | 13'623 | 98.72% | 98.72% |
16.03.2023 | 5.47% | 0.20 | 0.21 | 210'000 | 42'000 | 206'074 | 41'215 | 37'442 | 7'900 | 84.60% | 84.60% |
15.03.2023 | 0.95% | 1.43 | 1.44 | 92'300 | 92'300 | 83'274 | 83'274 | 96'113 | 96'946 | 58.99% | 58.99% |
14.03.2023 | 1.49% | 0.63 | 0.64 | 73'300 | 73'300 | 74'157 | 74'157 | 49'970 | 50'712 | 100.00% | 100.00% |
13.03.2023 | 1.54% | 0.61 | 0.62 | 118'600 | 118'600 | 120'957 | 120'957 | 78'310 | 79'520 | 94.63% | 94.63% |
10.03.2023 | 2.44% | 0.41 | 0.42 | 140'500 | 140'500 | 139'862 | 139'862 | 56'820 | 58'218 | 100.00% | 100.00% |
09.03.2023 | 2.73% | 0.33 | 0.34 | 150'100 | 150'100 | 152'908 | 152'908 | 55'524 | 57'053 | 100.00% | 100.00% |
08.03.2023 | 3.21% | 0.30 | 0.31 | 153'100 | 153'100 | 153'793 | 153'793 | 47'125 | 48'663 | 100.00% | 100.00% |