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 | 126.21% | 0.00 | 0.04 | 1'000'000 | 250'000 | 953'500 | 250'000 | 3'650 | 5'565 | 87.09% | 87.09% |
15.06.2023 | 100.00% | 0.01 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'000 | 3'750 | 99.38% | 99.38% |
14.06.2023 | 96.92% | 0.01 | 0.02 | 1'000'000 | 250'000 | 994'708 | 250'000 | 5'435 | 3'865 | 98.85% | 98.85% |
13.06.2023 | 99.99% | 0.01 | 0.02 | 1'000'000 | 250'000 | 988'537 | 250'000 | 4'944 | 3'750 | 98.41% | 98.41% |
12.06.2023 | 68.33% | 0.01 | 0.02 | 1'000'000 | 250'000 | 994'550 | 250'000 | 9'696 | 4'938 | 99.39% | 99.39% |
09.06.2023 | 72.90% | 0.01 | 0.02 | 1'000'000 | 250'000 | 993'243 | 250'000 | 8'998 | 4'766 | 99.06% | 99.06% |
08.06.2023 | 53.16% | 0.01 | 0.02 | 1'000'000 | 250'000 | 994'204 | 250'000 | 13'966 | 6'013 | 99.30% | 99.30% |
07.06.2023 | 66.67% | 0.01 | 0.02 | 1'000'000 | 250'000 | 992'649 | 250'000 | 9'926 | 5'000 | 99.39% | 99.39% |
06.06.2023 | 66.67% | 0.01 | 0.02 | 1'000'000 | 250'000 | 990'314 | 250'000 | 9'903 | 5'000 | 99.06% | 99.06% |