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 | - | - |
17.03.2023 | 0.61% | 3.20 | 3.22 | 127'500 | 127'500 | 127'500 | 127'500 | 418'927 | 421'477 | 97.94% | 97.94% |
16.03.2023 | 0.48% | 3.09 | 3.11 | 130'000 | 130'000 | 288'889 | 288'889 | 818'116 | 821'487 | 97.14% | 97.14% |
15.03.2023 | 0.40% | 2.70 | 2.71 | 510'000 | 510'000 | 510'000 | 510'000 | 1'494'610 | 1'500'580 | 97.60% | 97.60% |
14.03.2023 | 0.29% | 3.64 | 3.65 | 520'000 | 520'000 | 520'000 | 520'000 | 1'770'360 | 1'775'560 | 99.07% | 99.07% |
13.03.2023 | 0.31% | 3.21 | 3.22 | 510'000 | 510'000 | 510'000 | 510'000 | 1'646'320 | 1'651'420 | 96.21% | 96.21% |
10.03.2023 | 0.25% | 3.92 | 3.93 | 510'000 | 510'000 | 510'000 | 510'000 | 2'014'380 | 2'019'480 | 98.78% | 98.78% |
09.03.2023 | 0.23% | 4.45 | 4.46 | 510'000 | 510'000 | 510'000 | 510'000 | 2'223'450 | 2'228'550 | 99.65% | 99.65% |
08.03.2023 | 0.23% | 4.49 | 4.50 | 510'000 | 510'000 | 510'000 | 510'000 | 2'237'500 | 2'242'600 | 99.54% | 99.54% |
07.03.2023 | 0.22% | 4.33 | 4.34 | 510'000 | 510'000 | 510'000 | 510'000 | 2'303'220 | 2'308'320 | 99.65% | 99.65% |