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 | - | - |
03.01.2023 | 0.25% | 100.90 | 101.20 | 100'000 | 100'000 | 100'000 | 100'000 | 101'108 | 101'364 | 100.00% | 100.00% |
30.12.2022 | 0.25% | 99.50 | 99.75 | 100'000 | 100'000 | 100'000 | 100'000 | 99'822 | 100'071 | 53.45% | 53.45% |
29.12.2022 | 0.25% | 100.60 | 100.80 | 100'000 | 100'000 | 100'000 | 100'000 | 100'063 | 100'310 | 98.07% | 98.07% |
28.12.2022 | 0.24% | 100.00 | 100.20 | 100'000 | 100'000 | 100'000 | 100'000 | 100'368 | 100'613 | 99.73% | 99.73% |
27.12.2022 | 0.24% | 100.60 | 100.80 | 100'000 | 100'000 | 100'000 | 100'000 | 100'700 | 100'943 | 100.00% | 100.00% |
23.12.2022 | 0.25% | 100.50 | 100.80 | 20'000 | 20'000 | 73'596 | 73'596 | 73'906 | 74'091 | 99.98% | 99.98% |
22.12.2022 | 0.25% | 100.10 | 100.30 | 100'000 | 100'000 | 100'000 | 100'000 | 100'610 | 100'862 | 100.00% | 100.00% |
21.12.2022 | 0.25% | 100.50 | 100.80 | 100'000 | 100'000 | 100'000 | 100'000 | 99'934 | 100'189 | 100.00% | 100.00% |
20.12.2022 | 0.25% | 99.30 | 99.55 | 100'000 | 100'000 | 100'000 | 100'000 | 99'055 | 99'303 | 100.00% | 100.00% |