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 | - | - |
20.03.2023 | - | 1.01 | - | 1'000'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 33.68% |
17.03.2023 | 1.64% | 0.73 | 0.74 | 490'000 | 98'000 | 490'424 | 98'085 | 352'517 | 71'665 | 96.93% | 96.93% |
16.03.2023 | 1.75% | 0.68 | 0.69 | 440'000 | 88'000 | 435'222 | 87'044 | 296'295 | 60'304 | 82.05% | 82.05% |
15.03.2023 | 1.58% | 0.76 | 0.77 | 510'000 | 102'000 | 463'860 | 241'248 | 332'436 | 167'910 | 60.40% | 60.40% |
14.03.2023 | 1.73% | 0.62 | 0.63 | 390'000 | 390'000 | 390'999 | 390'999 | 245'239 | 249'525 | 98.99% | 98.99% |
13.03.2023 | 1.73% | 0.61 | 0.62 | 380'000 | 380'000 | 391'132 | 391'132 | 244'436 | 248'687 | 91.54% | 91.54% |
10.03.2023 | 1.99% | 0.55 | 0.56 | 350'000 | 350'000 | 350'371 | 350'371 | 191'634 | 195'488 | 96.82% | 96.82% |
09.03.2023 | 1.87% | 0.52 | 0.53 | 330'000 | 330'000 | 337'705 | 337'705 | 179'473 | 182'850 | 98.34% | 98.34% |
08.03.2023 | 1.96% | 0.50 | 0.51 | 320'000 | 320'000 | 324'057 | 324'057 | 163'553 | 166'793 | 95.68% | 95.68% |