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 | - | - |
16.06.2023 | 47.90% | 0.01 | 0.02 | 750'000 | 250'000 | 723'967 | 244'355 | 12'204 | 6'542 | 99.41% | 100.00% |
15.06.2023 | 29.60% | 0.02 | 0.03 | 900'000 | 300'000 | 881'773 | 304'991 | 26'983 | 12'266 | 99.06% | 99.06% |
14.06.2023 | 12.19% | 0.08 | 0.09 | 750'000 | 250'000 | 694'745 | 231'582 | 53'733 | 20'227 | 99.53% | 99.53% |
13.06.2023 | 19.41% | 0.05 | 0.06 | 900'000 | 300'000 | 907'561 | 312'807 | 42'643 | 17'754 | 59.84% | 59.84% |
12.06.2023 | 15.26% | 0.05 | 0.06 | 900'000 | 300'000 | 873'015 | 291'005 | 53'309 | 20'680 | 99.08% | 99.08% |
09.06.2023 | 18.21% | 0.04 | 0.05 | 1'000'000 | 400'000 | 952'716 | 352'716 | 49'073 | 21'399 | 99.55% | 99.55% |
08.06.2023 | 10.61% | 0.08 | 0.09 | 900'000 | 300'000 | 760'770 | 253'590 | 68'253 | 25'287 | 98.17% | 98.17% |
07.06.2023 | 15.09% | 0.07 | 0.08 | 900'000 | 300'000 | 926'026 | 326'026 | 57'274 | 23'267 | 98.63% | 98.63% |
06.06.2023 | 18.77% | 0.07 | 0.08 | 900'000 | 300'000 | 991'783 | 391'783 | 48'646 | 23'073 | 98.22% | 98.22% |