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 | - | - |
16.06.2023 | 40.00% | 0.02 | 0.03 | 1'500'000 | 100'000 | 1'500'000 | 100'000 | 30'000 | 3'000 | 100.00% | 100.00% |
15.06.2023 | 38.78% | 0.02 | 0.03 | 1'500'000 | 100'000 | 1'500'000 | 100'000 | 31'600 | 3'107 | 100.00% | 100.00% |
14.06.2023 | 34.62% | 0.02 | 0.03 | 1'500'000 | 100'000 | 1'500'000 | 100'000 | 37'068 | 3'471 | 99.79% | 99.79% |
13.06.2023 | 28.03% | 0.03 | 0.04 | 1'500'000 | 100'000 | 1'500'000 | 100'000 | 46'274 | 4'085 | 63.03% | 63.03% |
12.06.2023 | 39.84% | 0.03 | 0.04 | 1'500'000 | 100'000 | 1'500'000 | 100'000 | 30'210 | 3'014 | 100.00% | 100.00% |
09.06.2023 | 41.14% | 0.02 | 0.03 | 1'500'000 | 100'000 | 1'500'000 | 100'000 | 29'358 | 2'957 | 100.00% | 100.00% |
08.06.2023 | 40.00% | 0.02 | 0.03 | 1'500'000 | 100'000 | 1'500'000 | 100'000 | 30'000 | 3'000 | 98.74% | 98.74% |
07.06.2023 | 39.96% | 0.02 | 0.03 | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 20'036 | 3'004 | 98.81% | 98.81% |
06.06.2023 | 38.40% | 0.02 | 0.03 | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 21'401 | 3'140 | 97.76% | 97.76% |