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 | - | - |
29.03.2023 | 0.56% | 88.70 | 89.20 | 100'000 | 20'000 | 100'000 | 20'000 | 88'487 | 17'797 | 92.69% | 92.69% |
28.03.2023 | 0.56% | 87.40 | 87.90 | 1'000'000 | 200'000 | 296'926 | 59'385 | 260'450 | 52'387 | 99.89% | 99.89% |
27.03.2023 | 0.56% | 89.60 | 90.10 | 1'000'000 | 200'000 | 300'299 | 60'060 | 269'716 | 54'244 | 98.21% | 98.21% |
24.03.2023 | 0.57% | 87.10 | 87.60 | 1'000'000 | 200'000 | 421'211 | 84'242 | 368'845 | 74'190 | 96.24% | 96.24% |
23.03.2023 | 0.55% | 89.80 | 90.30 | 1'000'000 | 200'000 | 410'250 | 82'050 | 371'809 | 74'772 | 98.49% | 98.49% |
22.03.2023 | 0.55% | 90.10 | 90.60 | 1'000'000 | 200'000 | 412'318 | 82'464 | 373'934 | 75'199 | 99.01% | 99.01% |
21.03.2023 | 0.57% | 89.20 | 89.70 | 1'000'000 | 200'000 | 404'421 | 80'884 | 356'056 | 71'616 | 92.06% | 92.06% |
20.03.2023 | 0.60% | 84.50 | 85.00 | 1'000'000 | 200'000 | 372'696 | 74'539 | 313'373 | 63'047 | 88.61% | 88.61% |
17.03.2023 | 0.59% | 83.00 | 83.50 | 1'000'000 | 200'000 | 421'501 | 84'300 | 352'374 | 70'896 | 94.31% | 94.31% |