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 | - | - |
25.11.2022 | 19.27% | 0.03 | 0.04 | 126'000 | 126'000 | 123'786 | 123'786 | 6'256 | 7'494 | 18.91% | 18.91% |
24.11.2022 | 9.40% | 0.07 | 0.08 | 124'000 | 124'000 | 120'925 | 120'925 | 12'855 | 14'064 | 100.00% | 100.00% |
23.11.2022 | 7.54% | 0.12 | 0.13 | 120'000 | 120'000 | 119'451 | 119'443 | 15'350 | 16'543 | 100.00% | 100.00% |
22.11.2022 | 4.45% | 0.21 | 0.22 | 114'000 | 114'000 | 113'358 | 113'358 | 24'928 | 26'062 | 100.00% | 100.00% |
21.11.2022 | 3.51% | 0.26 | 0.27 | 112'000 | 112'000 | 109'929 | 109'511 | 30'823 | 31'801 | 100.00% | 100.00% |
18.11.2022 | 3.04% | 0.31 | 0.32 | 108'000 | 108'000 | 107'732 | 107'732 | 34'915 | 35'992 | 99.73% | 99.73% |
17.11.2022 | 3.10% | 0.33 | 0.34 | 108'000 | 108'000 | 108'008 | 108'008 | 34'310 | 35'390 | 100.00% | 100.00% |
16.11.2022 | 2.69% | 0.34 | 0.35 | 106'000 | 106'000 | 105'350 | 105'350 | 38'710 | 39'763 | 99.38% | 99.38% |
15.11.2022 | 2.51% | 0.43 | 0.44 | 102'000 | 102'000 | 103'692 | 103'692 | 40'930 | 41'966 | 100.00% | 100.00% |