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 | 0.19% | 5.13 | 5.14 | 500'000 | 500'000 | 500'000 | 500'000 | 2'586'010 | 2'591'010 | 91.06% | 91.06% |
15.12.2022 | 0.17% | 5.40 | 5.41 | 500'000 | 500'000 | 500'000 | 500'000 | 2'909'750 | 2'914'750 | 99.63% | 99.63% |
14.12.2022 | 0.16% | 6.27 | 6.28 | 500'000 | 500'000 | 500'000 | 500'000 | 3'104'280 | 3'109'280 | 100.00% | 100.00% |
13.12.2022 | 0.16% | 6.36 | 6.37 | 500'000 | 500'000 | 500'000 | 500'000 | 3'139'630 | 3'144'630 | 99.49% | 99.49% |
12.12.2022 | 0.17% | 5.99 | 6.00 | 500'000 | 500'000 | 500'000 | 500'000 | 3'001'450 | 3'006'450 | 100.00% | 100.00% |
09.12.2022 | 0.17% | 6.06 | 6.07 | 500'000 | 500'000 | 500'000 | 500'000 | 3'008'800 | 3'013'800 | 99.33% | 99.33% |
08.12.2022 | 0.17% | 5.93 | 5.94 | 500'000 | 500'000 | 500'000 | 500'000 | 2'940'950 | 2'945'950 | 100.00% | 100.00% |
07.12.2022 | 0.17% | 6.01 | 6.02 | 500'000 | 500'000 | 500'000 | 500'000 | 2'991'180 | 2'996'180 | 99.71% | 99.71% |
06.12.2022 | 0.16% | 6.08 | 6.09 | 500'000 | 500'000 | 500'000 | 500'000 | 3'101'110 | 3'106'110 | 99.24% | 99.24% |