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 | 2.63% | 97.60 | 100.20 | 50'000 | 10'000 | 50'000 | 10'000 | 48'800 | 10'020 | 98.56% | 98.56% |
15.09.2022 | 2.13% | 98.70 | 100.20 | 500'000 | 100'000 | 147'860 | 29'572 | 145'634 | 29'631 | 98.65% | 98.65% |
14.09.2022 | 2.13% | 98.80 | 100.30 | 500'000 | 100'000 | 147'835 | 29'567 | 145'758 | 29'656 | 98.66% | 98.66% |
13.09.2022 | 2.13% | 98.80 | 100.30 | 500'000 | 100'000 | 147'559 | 29'512 | 145'480 | 29'600 | 98.95% | 98.95% |
12.09.2022 | 2.13% | 98.80 | 100.30 | 500'000 | 100'000 | 146'943 | 29'389 | 144'874 | 29'477 | 99.58% | 99.58% |
09.09.2022 | 2.12% | 98.90 | 100.40 | 500'000 | 100'000 | 148'800 | 29'760 | 146'859 | 29'879 | 97.71% | 97.71% |
08.09.2022 | 2.15% | 98.90 | 100.40 | 500'000 | 100'000 | 134'597 | 26'919 | 132'802 | 27'027 | 95.13% | 95.13% |
07.09.2022 | 2.12% | 98.90 | 100.40 | 500'000 | 100'000 | 144'971 | 28'994 | 143'072 | 29'110 | 96.77% | 96.77% |
06.09.2022 | 2.58% | 98.90 | 100.40 | 500'000 | 100'000 | 157'936 | 31'587 | 155'674 | 31'714 | 89.44% | 89.44% |