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 | - | - |
18.08.2023 | 19.96% | 0.05 | 0.10 | 500'000 | 300'000 | 489'393 | 300'000 | 43'593 | 32'162 | 5.66% | 5.82% |
17.08.2023 | 7.07% | 0.14 | 0.15 | 360'000 | 300'000 | 371'203 | 300'000 | 50'640 | 44'089 | 94.36% | 94.36% |
16.08.2023 | 4.38% | 0.21 | 0.22 | 300'000 | 300'000 | 300'000 | 300'000 | 67'121 | 70'121 | 100.00% | 100.00% |
15.08.2023 | 3.88% | 0.25 | 0.26 | 300'000 | 300'000 | 300'000 | 300'000 | 76'141 | 79'141 | 85.83% | 85.83% |
14.08.2023 | 3.04% | 0.31 | 0.32 | 300'000 | 300'000 | 300'000 | 300'000 | 97'127 | 100'127 | 100.00% | 100.00% |
11.08.2023 | 2.83% | 0.32 | 0.33 | 300'000 | 300'000 | 300'000 | 300'000 | 104'792 | 107'792 | 92.71% | 92.71% |
10.08.2023 | 2.77% | 0.37 | 0.38 | 300'000 | 300'000 | 300'000 | 300'000 | 106'793 | 109'793 | 100.00% | 100.00% |
09.08.2023 | 2.60% | 0.35 | 0.36 | 300'000 | 300'000 | 300'000 | 300'000 | 114'057 | 117'057 | 100.00% | 100.00% |
08.08.2023 | 2.84% | 0.37 | 0.38 | 300'000 | 300'000 | 300'000 | 300'000 | 104'429 | 107'429 | 95.01% | 95.01% |