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 | 6.04% | 0.13 | 0.14 | 1'500'000 | 75'000 | 1'499'500 | 75'000 | 242'851 | 12'897 | 100.00% | 100.00% |
15.06.2023 | 5.92% | 0.16 | 0.17 | 1'500'000 | 75'000 | 1'500'000 | 75'000 | 255'457 | 13'523 | 99.88% | 99.88% |
14.06.2023 | 4.16% | 0.22 | 0.23 | 1'500'000 | 75'000 | 1'500'000 | 75'000 | 354'378 | 18'469 | 99.32% | 99.32% |
13.06.2023 | 18.15% | 0.16 | 0.17 | 1'500'000 | 75'000 | 1'499'990 | 108'457 | 167'359 | 10'283 | 54.52% | 54.52% |
12.06.2023 | 166.67% | 0.00 | 0.01 | 1'500'000 | 250'000 | 1'499'780 | 250'000 | 1'500 | 2'750 | 32.91% | 100.00% |
09.06.2023 | 66.67% | 0.01 | 0.01 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 | 5'000 | 11.87% | 100.00% |
08.06.2023 | 66.67% | 0.01 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 | 5'000 | 98.88% | 98.88% |
07.06.2023 | 40.95% | 0.01 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 19'644 | 7'411 | 99.18% | 99.18% |
06.06.2023 | 40.73% | 0.03 | 0.04 | 1'000'000 | 200'000 | 1'000'000 | 246'147 | 19'831 | 7'333 | 97.74% | 97.74% |