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 | - | - |
24.03.2023 | 86.14% | 0.01 | 0.02 | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 15'000 | 38'763 | 100.00% | 100.00% |
23.03.2023 | 46.38% | 0.01 | 0.02 | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 28'377 | 44'986 | 100.00% | 100.00% |
22.03.2023 | 92.08% | 0.01 | 0.02 | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 16'983 | 45'020 | 100.00% | 100.00% |
21.03.2023 | 99.88% | 0.01 | 0.02 | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 15'000 | 44'948 | 99.98% | 99.98% |
20.03.2023 | 66.67% | 0.01 | 0.01 | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 15'000 | 30'000 | 100.00% | 100.00% |
17.03.2023 | 77.32% | 0.01 | 0.01 | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 18'437 | 40'998 | 100.00% | 100.00% |
16.03.2023 | 95.82% | 0.01 | 0.02 | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 15'000 | 43'117 | 100.00% | 100.00% |
15.03.2023 | 25.52% | 0.01 | 0.02 | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 66'006 | 82'359 | 97.49% | 97.49% |
14.03.2023 | 10.03% | 0.05 | 0.06 | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 143'245 | 158'245 | 100.00% | 100.00% |