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 | - | - |
26.07.2023 | 0.50% | 55.35 | 55.65 | 500'000 | 150'000 | 500'000 | 150'000 | 274'589 | 82'790 | 97.85% | 97.85% |
25.07.2023 | 0.54% | 55.30 | 55.60 | 500'000 | 150'000 | 500'000 | 150'000 | 276'672 | 83'449 | 100.00% | 100.00% |
24.07.2023 | 0.47% | 54.75 | 55.00 | 500'000 | 150'000 | 500'000 | 150'000 | 271'616 | 81'869 | 99.99% | 99.99% |
21.07.2023 | 0.47% | 53.05 | 53.30 | 500'000 | 150'000 | 500'000 | 150'000 | 267'357 | 80'582 | 100.00% | 100.00% |
20.07.2023 | 0.46% | 54.15 | 54.40 | 500'000 | 150'000 | 500'000 | 150'000 | 269'386 | 81'191 | 100.00% | 100.00% |
19.07.2023 | 0.54% | 55.70 | 56.00 | 500'000 | 150'000 | 500'000 | 150'000 | 278'631 | 84'039 | 100.00% | 100.00% |
18.07.2023 | 0.51% | 55.80 | 56.10 | 500'000 | 150'000 | 500'000 | 150'000 | 276'093 | 83'255 | 100.00% | 100.00% |
17.07.2023 | 0.46% | 54.35 | 54.60 | 500'000 | 150'000 | 500'000 | 150'000 | 269'845 | 81'329 | 100.00% | 100.00% |
14.07.2023 | 0.49% | 54.70 | 54.95 | 500'000 | 150'000 | 500'000 | 150'000 | 274'001 | 82'603 | 91.96% | 91.96% |