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 | 0.17% | 5.88 | 5.89 | 80'000 | 80'000 | 80'000 | 80'000 | 470'557 | 471'357 | 100.00% | 100.00% |
15.12.2022 | 0.19% | 5.62 | 5.63 | 160'000 | 160'000 | 95'699 | 95'699 | 507'197 | 508'154 | 96.95% | 96.95% |
14.12.2022 | 0.21% | 4.60 | 4.61 | 160'000 | 160'000 | 95'170 | 95'170 | 449'247 | 450'199 | 96.16% | 96.16% |
13.12.2022 | 0.38% | 4.42 | 4.43 | 160'000 | 160'000 | 96'422 | 96'422 | 451'366 | 452'966 | 95.58% | 95.58% |
12.12.2022 | 0.19% | 5.25 | 5.26 | 160'000 | 160'000 | 96'754 | 96'754 | 507'833 | 508'801 | 98.16% | 98.16% |
09.12.2022 | 0.20% | 5.09 | 5.10 | 160'000 | 160'000 | 97'150 | 97'150 | 495'412 | 496'384 | 98.71% | 98.71% |
08.12.2022 | 0.19% | 5.19 | 5.20 | 160'000 | 160'000 | 96'409 | 96'409 | 513'679 | 514'643 | 98.03% | 98.03% |
07.12.2022 | 0.18% | 5.39 | 5.40 | 160'000 | 160'000 | 96'809 | 96'809 | 525'205 | 526'173 | 98.65% | 98.65% |
06.12.2022 | 0.20% | 5.22 | 5.23 | 160'000 | 160'000 | 97'003 | 97'003 | 481'171 | 482'141 | 98.98% | 98.98% |