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 | 1.10% | 0.87 | 0.88 | 100'000 | 100'000 | 100'000 | 100'000 | 90'259 | 91'259 | 99.16% | 99.16% |
08.02.2023 | 1.15% | 0.80 | 0.81 | 100'000 | 100'000 | 100'000 | 100'000 | 86'396 | 87'396 | 100.00% | 100.00% |
07.02.2023 | 1.06% | 0.88 | 0.89 | 100'000 | 100'000 | 100'000 | 100'000 | 93'758 | 94'758 | 100.00% | 100.00% |
06.02.2023 | 1.06% | 0.93 | 0.94 | 100'000 | 100'000 | 100'000 | 100'000 | 93'852 | 94'852 | 100.00% | 100.00% |
03.02.2023 | 1.05% | 1.01 | 1.02 | 100'000 | 100'000 | 100'000 | 100'000 | 94'705 | 95'705 | 99.12% | 99.12% |
02.02.2023 | 1.16% | 0.88 | 0.89 | 100'000 | 100'000 | 100'000 | 100'000 | 85'815 | 86'815 | 99.55% | 99.55% |
01.02.2023 | 0.94% | 1.05 | 1.06 | 100'000 | 100'000 | 100'000 | 100'000 | 105'793 | 106'793 | 100.00% | 100.00% |
31.01.2023 | 0.98% | 1.01 | 1.02 | 100'000 | 100'000 | 100'000 | 100'000 | 101'984 | 102'984 | 100.00% | 100.00% |
30.01.2023 | 0.98% | 1.04 | 1.05 | 100'000 | 100'000 | 100'000 | 100'000 | 101'859 | 102'859 | 100.00% | 100.00% |
27.01.2023 | 0.96% | 1.03 | 1.04 | 100'000 | 100'000 | 100'000 | 100'000 | 103'636 | 104'636 | 99.40% | 99.40% |