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 | - | - |
17.05.2023 | 18.03% | 9.10 | 10.90 | 100'000 | 20'000 | 100'000 | 20'000 | 9'084 | 2'177 | 97.92% | 97.92% |
16.05.2023 | 17.26% | 9.10 | 10.90 | 1'000'000 | 200'000 | 296'690 | 59'338 | 27'642 | 6'596 | 98.43% | 98.43% |
15.05.2023 | 17.32% | 9.50 | 11.30 | 1'000'000 | 200'000 | 298'458 | 59'692 | 28'208 | 6'716 | 99.10% | 99.10% |
12.05.2023 | 17.63% | 9.50 | 11.30 | 1'000'000 | 200'000 | 301'096 | 60'219 | 28'238 | 6'732 | 97.10% | 97.10% |
11.05.2023 | 15.40% | 9.90 | 11.70 | 1'000'000 | 200'000 | 317'877 | 63'575 | 32'551 | 7'655 | 90.13% | 90.13% |
10.05.2023 | 14.72% | 11.40 | 13.20 | 1'000'000 | 200'000 | 305'042 | 61'008 | 34'685 | 8'035 | 95.90% | 95.90% |
09.05.2023 | 14.30% | 11.30 | 13.10 | 1'000'000 | 200'000 | 302'873 | 60'575 | 34'494 | 7'989 | 96.92% | 96.92% |
08.05.2023 | 14.23% | 11.70 | 13.50 | 1'000'000 | 200'000 | 302'192 | 60'438 | 35'524 | 8'193 | 97.27% | 97.27% |
05.05.2023 | 14.20% | 11.80 | 13.60 | 1'000'000 | 200'000 | 299'655 | 59'931 | 35'389 | 8'157 | 95.69% | 95.69% |