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 | - | - |
25.05.2023 | 0.68% | 99.60 | 100.10 | 1'000'000 | 200'000 | 277'155 | 55'431 | 275'992 | 55'512 | 96.78% | 96.78% |
24.05.2023 | 0.68% | 99.70 | 100.20 | 1'000'000 | 200'000 | 301'923 | 60'385 | 300'910 | 60'520 | 97.22% | 97.22% |
22.05.2023 | 0.68% | 99.70 | 100.20 | 1'000'000 | 200'000 | 296'260 | 59'252 | 295'318 | 59'396 | 99.68% | 99.68% |
19.05.2023 | 0.68% | 99.70 | 100.20 | 1'000'000 | 200'000 | 297'369 | 59'474 | 296'477 | 59'628 | 99.18% | 99.18% |
17.05.2023 | 0.69% | 99.80 | 100.30 | 1'000'000 | 200'000 | 312'240 | 62'448 | 311'616 | 62'673 | 92.14% | 92.14% |
16.05.2023 | 0.68% | 99.90 | 100.40 | 1'000'000 | 200'000 | 304'616 | 60'923 | 304'256 | 61'193 | 95.76% | 95.76% |
15.05.2023 | 0.67% | 99.90 | 100.40 | 1'000'000 | 200'000 | 304'648 | 60'930 | 304'343 | 61'208 | 94.85% | 94.85% |
12.05.2023 | 0.67% | 99.90 | 100.40 | 1'000'000 | 200'000 | 295'464 | 59'093 | 295'168 | 59'365 | 99.56% | 99.56% |
11.05.2023 | 0.67% | 99.90 | 100.40 | 1'000'000 | 200'000 | 320'430 | 64'086 | 320'109 | 64'377 | 89.18% | 89.18% |