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 | - | - |
14.10.2022 | 0.50% | 99.75 | 100.25 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 997'500 | 501'250 | 99.44% | 99.44% |
13.10.2022 | 0.51% | 98.85 | 99.35 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 983'279 | 494'139 | 97.95% | 97.95% |
12.10.2022 | 0.52% | 96.90 | 97.40 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 964'076 | 484'538 | 99.44% | 99.44% |
11.10.2022 | 0.51% | 97.50 | 98.00 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 970'768 | 487'884 | 99.43% | 99.43% |
10.10.2022 | 0.51% | 97.05 | 97.55 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 972'211 | 488'605 | 99.44% | 99.44% |
07.10.2022 | 0.52% | 96.85 | 97.35 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 966'051 | 485'526 | 99.41% | 99.41% |
06.10.2022 | 0.49% | 94.65 | 95.10 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 944'872 | 474'765 | 99.44% | 99.44% |
05.10.2022 | 0.49% | 92.55 | 93.00 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 940'059 | 472'316 | 99.44% | 99.44% |
04.10.2022 | 0.51% | 97.70 | 98.20 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 977'612 | 491'306 | 99.44% | 99.44% |