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 | - | - |
12.01.2023 | 4.67% | 0.16 | 0.18 | 40'000 | 87'000 | 85'773 | 85'819 | 18'112 | 18'978 | 81.11% | 96.01% |
11.01.2023 | 4.47% | 0.21 | 0.23 | 86'000 | 85'000 | 84'712 | 84'712 | 18'580 | 19'427 | 91.67% | 100.00% |
10.01.2023 | 4.14% | 0.25 | 0.26 | 84'000 | 84'000 | 84'062 | 84'064 | 19'932 | 20'773 | 100.00% | 100.00% |
09.01.2023 | 4.09% | 0.25 | 0.26 | 84'000 | 84'000 | 83'905 | 83'896 | 20'159 | 20'995 | 100.00% | 100.00% |
06.01.2023 | 3.63% | 0.27 | 0.28 | 84'000 | 84'000 | 83'338 | 83'338 | 22'613 | 23'446 | 100.00% | 100.00% |
05.01.2023 | 3.50% | 0.23 | 0.24 | 84'000 | 84'000 | 83'240 | 83'240 | 23'631 | 24'463 | 94.05% | 99.73% |
04.01.2023 | 3.00% | 0.34 | 0.35 | 82'000 | 82'000 | 82'380 | 82'382 | 27'125 | 27'949 | 100.00% | 100.00% |
03.01.2023 | 3.39% | 0.27 | 0.28 | 84'000 | 84'000 | 83'351 | 83'351 | 24'289 | 25'123 | 100.00% | 100.00% |
30.12.2022 | 3.95% | 0.23 | 0.24 | 84'000 | 84'000 | 83'718 | 83'718 | 20'863 | 21'700 | 100.00% | 100.00% |