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 | 0.80% | 1.26 | 1.26 | 140'000 | 70'000 | 70'000 | 70'000 | 87'500 | 88'200 | 6.39% | 91.29% |
23.01.2023 | 0.80% | 1.25 | 1.26 | 140'000 | 140'000 | 85'838 | 85'838 | 107'370 | 108'229 | 100.00% | 100.00% |
20.01.2023 | 0.81% | 1.24 | 1.25 | 140'000 | 140'000 | 85'326 | 85'326 | 105'218 | 106'071 | 99.80% | 99.80% |
19.01.2023 | 0.81% | 1.23 | 1.24 | 140'000 | 140'000 | 85'529 | 85'529 | 104'938 | 105'793 | 98.19% | 98.19% |
18.01.2023 | 0.84% | 1.20 | 1.21 | 140'000 | 140'000 | 84'858 | 84'858 | 101'124 | 101'973 | 99.57% | 99.57% |
17.01.2023 | 0.85% | 1.18 | 1.19 | 130'000 | 130'000 | 79'236 | 79'236 | 93'159 | 93'951 | 99.92% | 99.92% |
16.01.2023 | 0.84% | 1.19 | 1.20 | 65'000 | 65'000 | 65'000 | 65'000 | 77'017 | 77'667 | 98.48% | 98.48% |
13.01.2023 | 0.84% | 1.18 | 1.19 | 130'000 | 130'000 | 79'390 | 79'390 | 93'872 | 94'666 | 99.16% | 99.16% |
12.01.2023 | 0.83% | 1.19 | 1.20 | 130'000 | 130'000 | 80'202 | 80'202 | 95'890 | 96'692 | 96.42% | 96.42% |