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 | - | - |
16.12.2022 | 0.24% | 4.04 | 4.05 | 500'000 | 500'000 | 500'000 | 500'000 | 2'043'070 | 2'048'070 | 91.06% | 91.06% |
15.12.2022 | 0.21% | 4.31 | 4.32 | 500'000 | 500'000 | 500'000 | 500'000 | 2'366'960 | 2'371'960 | 99.63% | 99.63% |
14.12.2022 | 0.20% | 5.19 | 5.20 | 500'000 | 500'000 | 500'000 | 500'000 | 2'561'610 | 2'566'610 | 100.00% | 100.00% |
13.12.2022 | 0.19% | 5.27 | 5.28 | 500'000 | 500'000 | 500'000 | 500'000 | 2'597'150 | 2'602'150 | 99.49% | 99.49% |
12.12.2022 | 0.20% | 4.91 | 4.92 | 500'000 | 500'000 | 500'000 | 500'000 | 2'459'740 | 2'464'740 | 100.00% | 100.00% |
09.12.2022 | 0.20% | 4.98 | 4.99 | 500'000 | 500'000 | 500'000 | 500'000 | 2'467'140 | 2'472'140 | 99.33% | 99.33% |
08.12.2022 | 0.21% | 4.84 | 4.85 | 500'000 | 500'000 | 500'000 | 500'000 | 2'397'400 | 2'402'400 | 100.00% | 100.00% |
07.12.2022 | 0.20% | 4.93 | 4.94 | 500'000 | 500'000 | 500'000 | 500'000 | 2'448'190 | 2'453'190 | 99.71% | 99.71% |
06.12.2022 | 0.20% | 4.99 | 5.00 | 500'000 | 500'000 | 500'000 | 500'000 | 2'557'630 | 2'562'630 | 99.24% | 99.24% |