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 | 126.39% | 0.00 | 0.04 | 1'000'000 | 250'000 | 954'705 | 250'000 | 3'687 | 5'578 | 86.57% | 86.57% |
15.06.2023 | 100.00% | 0.01 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'000 | 3'750 | 99.37% | 99.37% |
14.06.2023 | 100.00% | 0.01 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'000 | 3'750 | 98.83% | 98.83% |
13.06.2023 | 66.53% | 0.01 | 0.02 | 1'000'000 | 250'000 | 993'774 | 250'000 | 9'980 | 5'010 | 98.44% | 98.44% |
12.06.2023 | 57.82% | 0.02 | 0.03 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 12'653 | 5'663 | 99.39% | 99.39% |
09.06.2023 | 50.21% | 0.02 | 0.03 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 14'951 | 6'238 | 99.03% | 99.03% |
08.06.2023 | 45.55% | 0.02 | 0.03 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 18'181 | 7'045 | 99.26% | 99.26% |
07.06.2023 | 66.13% | 0.02 | 0.03 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 12'074 | 5'519 | 99.39% | 99.39% |
06.06.2023 | 49.93% | 0.02 | 0.03 | 1'000'000 | 250'000 | 994'209 | 250'000 | 14'948 | 6'259 | 99.04% | 99.04% |