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 | - | - |
10.11.2022 | 9.66% | 0.02 | 0.03 | 115'000 | 115'000 | 118'975 | 118'975 | 13'788 | 14'977 | 89.92% | 89.92% |
09.11.2022 | 7.29% | 0.14 | 0.14 | 120'000 | 120'000 | 120'000 | 120'000 | 15'979 | 17'179 | 100.00% | 100.00% |
08.11.2022 | 6.86% | 0.12 | 0.13 | 120'000 | 120'000 | 120'000 | 120'000 | 17'119 | 18'319 | 100.00% | 100.00% |
07.11.2022 | 7.30% | 0.15 | 0.16 | 120'000 | 120'000 | 120'000 | 120'000 | 15'950 | 17'150 | 100.00% | 100.00% |
04.11.2022 | 5.63% | 0.15 | 0.16 | 120'000 | 120'000 | 120'259 | 120'259 | 21'151 | 22'354 | 100.00% | 100.00% |
03.11.2022 | 4.61% | 0.21 | 0.22 | 125'000 | 125'000 | 124'534 | 124'534 | 26'412 | 27'657 | 99.91% | 99.91% |
02.11.2022 | 4.25% | 0.21 | 0.21 | 125'000 | 120'000 | 141'379 | 140'270 | 28'424 | 29'446 | 55.65% | 100.00% |
01.11.2022 | 5.35% | 0.20 | 0.21 | 120'000 | 120'000 | 120'005 | 120'005 | 21'854 | 23'054 | 100.00% | 100.00% |
31.10.2022 | 4.96% | 0.21 | 0.22 | 125'000 | 125'000 | 121'254 | 121'254 | 23'885 | 25'098 | 100.00% | 100.00% |