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 | - | - |
19.01.2023 | 8.59% | 0.02 | 0.12 | 500'000 | 100'000 | 266'466 | 100'000 | 29'710 | 12'149 | 34.09% | 87.51% |
18.01.2023 | 8.02% | 0.09 | 0.12 | 264'682 | 100'000 | 266'402 | 100'000 | 32'092 | 13'044 | 57.14% | 100.00% |
17.01.2023 | 7.41% | 0.12 | 0.13 | 268'290 | 100'000 | 269'193 | 100'000 | 35'169 | 14'063 | 99.16% | 100.00% |
16.01.2023 | 6.83% | 0.14 | 0.15 | 270'707 | 100'000 | 269'733 | 100'000 | 38'856 | 15'426 | 94.33% | 94.33% |
13.01.2023 | 4.70% | 0.21 | 0.22 | 240'000 | 100'000 | 241'214 | 100'000 | 50'145 | 21'901 | 99.10% | 99.10% |
12.01.2023 | 5.61% | 0.16 | 0.17 | 273'095 | 100'000 | 272'508 | 100'000 | 47'420 | 18'408 | 67.23% | 67.23% |
11.01.2023 | 4.89% | 0.18 | 0.19 | 274'070 | 100'000 | 251'877 | 100'000 | 50'241 | 21'002 | 95.77% | 95.77% |
10.01.2023 | 4.70% | 0.20 | 0.21 | 250'000 | 100'000 | 242'066 | 100'000 | 50'283 | 21'800 | 100.00% | 100.00% |
09.01.2023 | 5.20% | 0.17 | 0.18 | 269'382 | 100'000 | 258'982 | 100'000 | 48'631 | 19'895 | 90.86% | 90.86% |