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 | 0.78% | 1.25 | 1.26 | 100'000 | 100'000 | 100'000 | 100'000 | 128'200 | 129'200 | 99.16% | 99.16% |
08.02.2023 | 0.80% | 1.17 | 1.18 | 100'000 | 100'000 | 100'000 | 100'000 | 123'918 | 124'918 | 100.00% | 100.00% |
07.02.2023 | 0.76% | 1.25 | 1.26 | 100'000 | 100'000 | 100'000 | 100'000 | 131'708 | 132'708 | 100.00% | 100.00% |
06.02.2023 | 0.76% | 1.31 | 1.32 | 100'000 | 100'000 | 100'000 | 100'000 | 131'750 | 132'750 | 100.00% | 100.00% |
03.02.2023 | 0.75% | 1.40 | 1.41 | 100'000 | 100'000 | 100'000 | 100'000 | 132'446 | 133'446 | 99.12% | 99.12% |
02.02.2023 | 0.81% | 1.25 | 1.26 | 100'000 | 100'000 | 100'000 | 100'000 | 122'759 | 123'759 | 99.55% | 99.55% |
01.02.2023 | 0.69% | 1.43 | 1.44 | 100'000 | 100'000 | 100'000 | 100'000 | 143'882 | 144'882 | 100.00% | 100.00% |
31.01.2023 | 0.71% | 1.39 | 1.40 | 100'000 | 100'000 | 100'000 | 100'000 | 139'807 | 140'807 | 100.00% | 100.00% |
30.01.2023 | 0.71% | 1.42 | 1.43 | 100'000 | 100'000 | 100'000 | 100'000 | 139'625 | 140'625 | 100.00% | 100.00% |
27.01.2023 | 0.70% | 1.41 | 1.42 | 100'000 | 100'000 | 100'000 | 100'000 | 141'452 | 142'452 | 99.40% | 99.40% |