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 | - | - |
16.12.2022 | 1.72% | 0.46 | 0.47 | 510'000 | 510'000 | 510'000 | 510'000 | 296'826 | 301'926 | 99.79% | 99.79% |
15.12.2022 | 0.83% | 0.82 | 0.83 | 510'000 | 510'000 | 510'000 | 510'000 | 635'499 | 640'599 | 97.25% | 97.25% |
14.12.2022 | 0.61% | 1.71 | 1.72 | 520'000 | 520'000 | 520'000 | 520'000 | 850'762 | 855'962 | 99.89% | 99.89% |
13.12.2022 | 0.59% | 1.79 | 1.80 | 540'000 | 540'000 | 540'000 | 540'000 | 922'839 | 928'239 | 95.15% | 95.15% |
12.12.2022 | 0.68% | 1.45 | 1.46 | 540'000 | 540'000 | 540'000 | 540'000 | 791'031 | 796'431 | 100.00% | 100.00% |
09.12.2022 | 0.67% | 1.53 | 1.54 | 560'000 | 560'000 | 560'000 | 560'000 | 833'185 | 838'785 | 99.30% | 99.30% |
08.12.2022 | 0.73% | 1.40 | 1.41 | 570'000 | 570'000 | 570'000 | 570'000 | 775'464 | 781'164 | 100.00% | 100.00% |
07.12.2022 | 0.68% | 1.49 | 1.50 | 560'000 | 560'000 | 560'000 | 560'000 | 819'849 | 825'449 | 98.96% | 98.96% |
06.12.2022 | 0.60% | 1.55 | 1.56 | 540'000 | 540'000 | 540'000 | 540'000 | 896'132 | 901'532 | 98.50% | 98.50% |