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 | 14.32% | 0.13 | 0.15 | 510'000 | 510'000 | 510'000 | 510'000 | 66'177 | 76'377 | 100.00% | 100.00% |
15.06.2023 | 36.47% | 0.11 | 0.13 | 650'000 | 650'000 | 650'000 | 650'000 | 34'266 | 47'266 | 99.84% | 99.84% |
14.06.2023 | 40.17% | 0.05 | 0.07 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 40'667 | 60'667 | 99.71% | 99.71% |
13.06.2023 | 37.51% | 0.04 | 0.06 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 43'502 | 63'502 | 93.25% | 93.25% |
12.06.2023 | 43.34% | 0.03 | 0.05 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 36'485 | 56'485 | 100.00% | 100.00% |
09.06.2023 | 26.44% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 32'962 | 42'962 | 100.00% | 100.00% |
08.06.2023 | 32.19% | 0.04 | 0.05 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 26'900 | 36'900 | 99.57% | 99.57% |
07.06.2023 | 51.37% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 14'867 | 24'874 | 99.84% | 99.84% |
06.06.2023 | 54.53% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 13'869 | 23'875 | 99.39% | 99.39% |