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 | - | - |
23.01.2023 | - | 0.03 | 0.10 | 86'103 | 50'000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
20.01.2023 | 46.28% | 0.07 | 0.10 | 87'759 | 50'000 | 87'255 | 50'000 | 5'458 | 5'000 | 67.90% | 100.00% |
19.01.2023 | 34.34% | 0.07 | 0.10 | 87'257 | 50'000 | 87'270 | 50'000 | 6'182 | 5'000 | 99.30% | 99.30% |
18.01.2023 | 44.94% | 0.07 | 0.10 | 86'692 | 50'000 | 86'750 | 50'000 | 5'515 | 5'000 | 70.64% | 97.60% |
17.01.2023 | 22.08% | 0.08 | 0.10 | 87'938 | 50'000 | 88'156 | 50'000 | 7'079 | 5'004 | 100.00% | 100.00% |
16.01.2023 | 9.03% | 0.10 | 0.11 | 89'555 | 50'000 | 89'631 | 50'000 | 9'502 | 5'800 | 100.00% | 100.00% |
13.01.2023 | 7.07% | 0.12 | 0.13 | 90'517 | 50'000 | 91'406 | 50'000 | 12'626 | 7'401 | 99.98% | 99.98% |
12.01.2023 | 6.52% | 0.15 | 0.16 | 92'091 | 50'000 | 92'080 | 50'000 | 13'733 | 7'955 | 63.88% | 63.88% |
11.01.2023 | 5.53% | 0.16 | 0.17 | 92'699 | 50'000 | 92'762 | 50'000 | 16'343 | 9'309 | 100.00% | 100.00% |