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 | - | - |
11.08.2023 | 0.78% | 102.00 | 102.80 | 50'000 | 10'000 | 50'000 | 10'000 | 51'000 | 10'280 | 84.19% | 84.19% |
10.08.2023 | 0.78% | 102.00 | 102.80 | 500'000 | 100'000 | 146'967 | 29'393 | 149'906 | 30'216 | 99.33% | 99.33% |
09.08.2023 | 0.98% | 101.90 | 102.90 | 500'000 | 100'000 | 221'562 | 44'312 | 225'772 | 45'597 | 91.48% | 91.48% |
08.08.2023 | 0.98% | 101.90 | 102.90 | 750'000 | 150'000 | 254'803 | 50'961 | 259'644 | 52'438 | 81.39% | 81.39% |
07.08.2023 | 0.78% | 102.00 | 102.80 | 750'000 | 150'000 | 219'685 | 43'937 | 224'079 | 45'167 | 97.09% | 97.09% |
04.08.2023 | 0.78% | 102.00 | 102.80 | 750'000 | 150'000 | 232'045 | 46'409 | 236'686 | 47'708 | 91.92% | 91.92% |
03.08.2023 | 0.98% | 101.90 | 102.90 | 750'000 | 150'000 | 233'231 | 46'646 | 237'663 | 47'999 | 92.95% | 92.95% |
02.08.2023 | 0.98% | 101.90 | 102.90 | 750'000 | 150'000 | 237'854 | 47'571 | 242'373 | 48'950 | 88.16% | 88.16% |
31.07.2023 | 0.78% | 102.00 | 102.80 | 750'000 | 150'000 | 236'536 | 47'307 | 241'267 | 48'632 | 90.49% | 90.49% |