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 | - | - |
16.09.2022 | 1.82% | 0.86 | 0.88 | 540'000 | 540'000 | 540'000 | 540'000 | 485'498 | 494'437 | 94.66% | 94.66% |
15.09.2022 | 2.75% | 0.52 | 0.53 | 660'000 | 660'000 | 660'000 | 660'000 | 243'950 | 250'550 | 98.46% | 98.46% |
14.09.2022 | 2.96% | 0.38 | 0.39 | 980'000 | 980'000 | 980'000 | 980'000 | 340'035 | 349'835 | 99.34% | 99.34% |
13.09.2022 | 7.85% | 0.24 | 0.25 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 139'453 | 149'659 | 97.11% | 97.11% |
12.09.2022 | 4.87% | 0.17 | 0.18 | 830'000 | 830'000 | 830'000 | 830'000 | 173'420 | 181'720 | 98.40% | 98.40% |
09.09.2022 | 2.57% | 0.45 | 0.46 | 680'000 | 680'000 | 680'000 | 680'000 | 309'263 | 317'378 | 99.85% | 99.85% |
08.09.2022 | 1.26% | 0.69 | 0.70 | 740'000 | 740'000 | 740'000 | 740'000 | 591'585 | 598'985 | 96.21% | 96.21% |
07.09.2022 | 1.14% | 0.71 | 0.72 | 690'000 | 690'000 | 690'000 | 690'000 | 604'340 | 611'240 | 93.05% | 93.05% |
06.09.2022 | 1.17% | 0.80 | 0.81 | 650'000 | 650'000 | 650'000 | 650'000 | 553'513 | 560'013 | 98.54% | 98.54% |