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 | 0.53% | 1.84 | 1.85 | 100'000 | 100'000 | 100'000 | 100'000 | 187'185 | 188'185 | 99.16% | 99.16% |
08.02.2023 | 0.55% | 1.76 | 1.77 | 100'000 | 100'000 | 100'000 | 100'000 | 182'657 | 183'657 | 100.00% | 100.00% |
07.02.2023 | 0.52% | 1.84 | 1.85 | 100'000 | 100'000 | 100'000 | 100'000 | 190'668 | 191'668 | 100.00% | 100.00% |
06.02.2023 | 0.52% | 1.90 | 1.91 | 100'000 | 100'000 | 100'000 | 100'000 | 190'688 | 191'688 | 100.00% | 100.00% |
03.02.2023 | 0.52% | 1.99 | 2.00 | 100'000 | 100'000 | 100'000 | 100'000 | 191'266 | 192'266 | 99.12% | 99.12% |
02.02.2023 | 0.55% | 1.84 | 1.85 | 100'000 | 100'000 | 100'000 | 100'000 | 181'106 | 182'106 | 99.55% | 99.55% |
01.02.2023 | 0.49% | 2.02 | 2.03 | 100'000 | 100'000 | 100'000 | 100'000 | 202'817 | 203'817 | 100.00% | 100.00% |
31.01.2023 | 0.50% | 1.97 | 1.98 | 100'000 | 100'000 | 100'000 | 100'000 | 198'590 | 199'590 | 100.00% | 100.00% |
30.01.2023 | 0.50% | 2.01 | 2.02 | 100'000 | 100'000 | 100'000 | 100'000 | 198'355 | 199'355 | 100.00% | 100.00% |
27.01.2023 | 0.50% | 1.99 | 2.00 | 100'000 | 100'000 | 100'000 | 100'000 | 200'198 | 201'198 | 99.40% | 99.40% |