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 | - | - |
22.11.2022 | 0.50% | 100.63 | 101.13 | 75'000 | 75'000 | 74'935 | 74'959 | 75'378 | 75'779 | 76.69% | 76.69% |
21.11.2022 | 0.50% | 100.46 | 100.96 | 75'000 | 75'000 | 74'981 | 75'000 | 75'305 | 75'703 | 100.00% | 100.00% |
18.11.2022 | 0.50% | 100.36 | 100.87 | 75'000 | 75'000 | 74'932 | 74'932 | 75'251 | 75'629 | 91.07% | 91.07% |
17.11.2022 | 0.50% | 100.19 | 100.70 | 25'000 | 25'000 | 50'170 | 69'824 | 50'294 | 70'344 | 99.47% | 100.00% |
16.11.2022 | 0.50% | 100.22 | 100.72 | 75'000 | 75'000 | 75'000 | 75'000 | 75'192 | 75'570 | 100.00% | 100.00% |
15.11.2022 | 0.50% | 100.33 | 100.84 | 75'000 | 75'000 | 75'000 | 75'000 | 75'271 | 75'648 | 100.00% | 100.00% |
14.11.2022 | 0.50% | 100.30 | 100.80 | 75'000 | 75'000 | 74'901 | 74'901 | 75'117 | 75'493 | 61.01% | 61.02% |
11.11.2022 | 0.50% | 100.22 | 100.72 | 75'000 | 75'000 | 75'000 | 75'000 | 75'206 | 75'583 | 100.00% | 100.00% |
10.11.2022 | 0.50% | 100.14 | 100.65 | 75'000 | 75'000 | 75'000 | 75'000 | 74'864 | 75'241 | 100.00% | 100.00% |