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 | 0.37% | 2.67 | 2.68 | 470'000 | 188'000 | 188'000 | 188'000 | 501'858 | 503'738 | 6.39% | 98.27% |
23.01.2023 | 0.37% | 2.68 | 2.69 | 470'000 | 470'000 | 269'373 | 269'373 | 726'842 | 729'536 | 100.00% | 100.00% |
20.01.2023 | 0.37% | 2.71 | 2.72 | 490'000 | 490'000 | 273'589 | 273'589 | 745'852 | 748'588 | 100.00% | 100.00% |
19.01.2023 | 0.36% | 2.73 | 2.74 | 500'000 | 500'000 | 281'840 | 281'840 | 774'906 | 777'724 | 99.92% | 99.92% |
18.01.2023 | 0.37% | 2.72 | 2.73 | 500'000 | 500'000 | 277'283 | 277'283 | 752'672 | 755'445 | 100.00% | 100.00% |
17.01.2023 | 0.36% | 2.75 | 2.76 | 500'000 | 500'000 | 277'991 | 277'991 | 760'772 | 763'552 | 100.00% | 100.00% |
16.01.2023 | 0.36% | 2.74 | 2.75 | 196'000 | 196'000 | 198'965 | 198'965 | 546'879 | 548'868 | 100.00% | 100.00% |
13.01.2023 | 0.36% | 2.76 | 2.77 | 500'000 | 500'000 | 277'443 | 277'443 | 765'290 | 768'065 | 100.00% | 100.00% |
12.01.2023 | 0.36% | 2.77 | 2.78 | 500'000 | 500'000 | 282'525 | 282'525 | 788'119 | 790'944 | 99.87% | 99.87% |