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 | - | - |
16.12.2022 | 2.02% | 0.47 | 0.48 | 130'000 | 130'000 | 130'000 | 130'000 | 63'818 | 65'118 | 100.00% | 100.00% |
15.12.2022 | 1.95% | 0.49 | 0.50 | 130'000 | 130'000 | 130'000 | 130'000 | 66'183 | 67'483 | 98.94% | 98.94% |
14.12.2022 | 1.81% | 0.58 | 0.59 | 130'000 | 130'000 | 130'000 | 130'000 | 71'331 | 72'631 | 100.00% | 100.00% |
13.12.2022 | 1.77% | 0.55 | 0.56 | 130'000 | 130'000 | 130'000 | 130'000 | 73'031 | 74'331 | 98.16% | 98.16% |
12.12.2022 | 2.05% | 0.50 | 0.51 | 130'000 | 130'000 | 130'000 | 130'000 | 62'942 | 64'242 | 100.00% | 100.00% |
09.12.2022 | 2.06% | 0.49 | 0.50 | 130'000 | 130'000 | 130'000 | 130'000 | 62'594 | 63'894 | 99.90% | 99.90% |
08.12.2022 | 2.17% | 0.49 | 0.50 | 130'000 | 130'000 | 130'000 | 130'000 | 59'387 | 60'687 | 100.00% | 100.00% |
07.12.2022 | 2.05% | 0.49 | 0.50 | 130'000 | 130'000 | 130'000 | 130'000 | 62'815 | 64'115 | 100.00% | 100.00% |
06.12.2022 | 1.77% | 0.54 | 0.55 | 130'000 | 130'000 | 130'000 | 130'000 | 73'068 | 74'368 | 100.00% | 100.00% |