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 | - | - |
24.01.2023 | 0.62% | 1.61 | 1.60 | 140'000 | 70'000 | 70'000 | 70'000 | 111'758 | 112'458 | 6.39% | 91.28% |
23.01.2023 | 0.63% | 1.59 | 1.60 | 140'000 | 140'000 | 85'837 | 85'837 | 136'804 | 137'663 | 100.00% | 100.00% |
20.01.2023 | 0.63% | 1.58 | 1.59 | 140'000 | 140'000 | 85'328 | 85'328 | 134'435 | 135'288 | 99.79% | 99.79% |
19.01.2023 | 0.64% | 1.57 | 1.58 | 140'000 | 140'000 | 85'532 | 85'532 | 134'155 | 135'011 | 98.18% | 98.18% |
18.01.2023 | 0.65% | 1.54 | 1.55 | 140'000 | 140'000 | 84'863 | 84'863 | 129'920 | 130'768 | 99.55% | 99.55% |
17.01.2023 | 0.66% | 1.52 | 1.53 | 130'000 | 130'000 | 79'236 | 79'236 | 120'319 | 121'111 | 99.92% | 99.92% |
16.01.2023 | 0.65% | 1.53 | 1.54 | 65'000 | 65'000 | 65'000 | 65'000 | 99'442 | 100'092 | 98.46% | 98.46% |
13.01.2023 | 0.65% | 1.53 | 1.54 | 130'000 | 130'000 | 79'394 | 79'394 | 121'387 | 122'181 | 99.14% | 99.14% |
12.01.2023 | 0.65% | 1.53 | 1.54 | 130'000 | 130'000 | 80'201 | 80'201 | 123'721 | 124'523 | 96.42% | 96.42% |