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 | - | - |
24.01.2023 | 0.40% | 2.49 | 2.49 | 470'000 | 188'000 | 188'000 | 188'000 | 467'320 | 469'200 | 6.39% | 98.27% |
23.01.2023 | 0.40% | 2.50 | 2.51 | 470'000 | 470'000 | 269'375 | 269'375 | 677'378 | 680'072 | 100.00% | 100.00% |
20.01.2023 | 0.39% | 2.53 | 2.54 | 490'000 | 490'000 | 273'537 | 273'537 | 695'373 | 698'109 | 100.00% | 100.00% |
19.01.2023 | 0.39% | 2.54 | 2.55 | 500'000 | 500'000 | 281'843 | 281'843 | 723'486 | 726'304 | 99.92% | 99.92% |
18.01.2023 | 0.39% | 2.54 | 2.55 | 500'000 | 500'000 | 277'278 | 277'278 | 702'386 | 705'159 | 100.00% | 100.00% |
17.01.2023 | 0.39% | 2.56 | 2.57 | 500'000 | 500'000 | 277'991 | 277'991 | 709'858 | 712'638 | 100.00% | 100.00% |
16.01.2023 | 0.39% | 2.56 | 2.57 | 196'000 | 196'000 | 198'965 | 198'965 | 510'107 | 512'097 | 100.00% | 100.00% |
13.01.2023 | 0.39% | 2.57 | 2.58 | 500'000 | 500'000 | 277'443 | 277'443 | 713'927 | 716'701 | 100.00% | 100.00% |
12.01.2023 | 0.38% | 2.59 | 2.60 | 500'000 | 500'000 | 282'553 | 282'553 | 736'050 | 738'875 | 99.77% | 99.77% |