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 | 1.10% | 0.87 | 0.88 | 80'000 | 80'000 | 80'000 | 80'000 | 72'608 | 73'408 | 93.33% | 93.33% |
16.03.2023 | 1.19% | 0.91 | 0.92 | 80'000 | 80'000 | 84'360 | 84'360 | 70'559 | 71'403 | 85.27% | 85.27% |
15.03.2023 | 1.21% | 0.77 | 0.78 | 90'000 | 90'000 | 87'342 | 87'342 | 72'013 | 72'886 | 94.85% | 94.85% |
14.03.2023 | 1.04% | 1.00 | 1.01 | 80'000 | 80'000 | 80'000 | 80'000 | 76'663 | 77'463 | 95.29% | 95.29% |
13.03.2023 | 0.99% | 0.99 | 1.00 | 80'000 | 80'000 | 80'000 | 80'000 | 80'416 | 81'216 | 95.25% | 95.25% |
10.03.2023 | 0.83% | 1.17 | 1.18 | 80'000 | 80'000 | 80'000 | 80'000 | 96'162 | 96'962 | 99.51% | 99.51% |
09.03.2023 | 0.75% | 1.32 | 1.33 | 80'000 | 80'000 | 80'000 | 80'000 | 106'708 | 107'508 | 99.99% | 99.99% |
08.03.2023 | 0.74% | 1.34 | 1.35 | 80'000 | 80'000 | 80'000 | 80'000 | 107'238 | 108'038 | 99.98% | 99.98% |
07.03.2023 | 0.76% | 1.32 | 1.33 | 80'000 | 80'000 | 80'000 | 80'000 | 104'593 | 105'393 | 100.00% | 100.00% |