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 | - | - |
17.03.2023 | 0.62% | 1.56 | 1.57 | 225'000 | 25'000 | 225'000 | 25'000 | 360'736 | 40'332 | 99.47% | 99.47% |
16.03.2023 | 0.67% | 1.60 | 1.61 | 225'000 | 25'000 | 225'000 | 25'000 | 333'897 | 37'350 | 97.65% | 97.65% |
15.03.2023 | 0.60% | 1.63 | 1.64 | 225'000 | 25'000 | 225'000 | 25'000 | 374'207 | 41'829 | 99.98% | 99.98% |
14.03.2023 | 0.55% | 1.92 | 1.93 | 225'000 | 25'000 | 225'000 | 25'000 | 410'045 | 45'811 | 99.86% | 99.86% |
13.03.2023 | 0.57% | 1.71 | 1.72 | 225'000 | 25'000 | 225'000 | 25'000 | 391'579 | 43'759 | 100.00% | 100.00% |
10.03.2023 | 0.50% | 1.96 | 1.97 | 225'000 | 25'000 | 225'000 | 25'000 | 447'889 | 50'016 | 99.31% | 99.31% |
09.03.2023 | 0.46% | 2.20 | 2.21 | 225'000 | 25'000 | 225'000 | 25'000 | 484'712 | 54'107 | 98.78% | 98.78% |
08.03.2023 | 0.47% | 2.14 | 2.15 | 225'000 | 25'000 | 225'000 | 25'000 | 473'091 | 52'816 | 100.00% | 100.00% |
07.03.2023 | 0.46% | 2.12 | 2.13 | 225'000 | 25'000 | 225'000 | 25'000 | 487'609 | 54'429 | 100.00% | 100.00% |