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 | - | - |
16.06.2023 | - | - | 0.02 | 0 | 210'000 | 0 | 0 | 0 | 0 | 0.00% | 99.80% |
15.06.2023 | 163.64% | 0.00 | 0.02 | 1'000'000 | 1'000'000 | 250'562 | 250'562 | 501 | 5'011 | 21.88% | 99.16% |
14.06.2023 | 142.86% | 0.00 | 0.02 | 1'000'000 | 1'000'000 | 455'295 | 455'295 | 1'297 | 9'106 | 98.82% | 98.82% |
13.06.2023 | 152.86% | 0.00 | 0.02 | 1'000'000 | 1'000'000 | 482'615 | 482'615 | 1'166 | 9'652 | 92.30% | 92.30% |
12.06.2023 | 115.52% | 0.00 | 0.02 | 1'000'000 | 1'000'000 | 467'275 | 467'275 | 2'221 | 9'345 | 99.02% | 99.02% |
09.06.2023 | 140.54% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 477'430 | 477'430 | 2'262 | 9'549 | 91.34% | 91.34% |
08.06.2023 | 163.64% | 0.00 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'000 | 20'000 | 2.76% | 96.84% |
07.06.2023 | 163.64% | 0.00 | 0.02 | 1'000'000 | 1'000'000 | 480'224 | 480'224 | 960 | 9'604 | 96.53% | 96.90% |
06.06.2023 | 163.64% | 0.00 | 0.02 | 250'000 | 1'000'000 | 250'000 | 250'000 | 500 | 5'000 | 4.72% | 99.01% |