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 | - | - |
18.10.2022 | - | 0.18 | 0.36 | 450'000 | 225'000 | 0 | 0 | 0 | 0 | 0.00% | 78.03% |
17.10.2022 | 0.95% | 1.00 | 1.01 | 450'000 | 450'000 | 274'134 | 274'134 | 281'426 | 284'167 | 100.00% | 100.00% |
14.10.2022 | 1.04% | 1.15 | 1.16 | 450'000 | 450'000 | 272'991 | 272'991 | 268'146 | 270'876 | 99.28% | 99.28% |
13.10.2022 | 0.57% | 1.69 | 1.70 | 450'000 | 450'000 | 260'564 | 260'564 | 467'434 | 470'040 | 90.23% | 90.23% |
12.10.2022 | 0.60% | 1.60 | 1.61 | 450'000 | 450'000 | 274'009 | 274'009 | 453'632 | 456'372 | 99.54% | 99.54% |
11.10.2022 | 0.53% | 1.67 | 1.68 | 450'000 | 450'000 | 271'892 | 271'892 | 512'667 | 515'386 | 97.43% | 97.43% |
10.10.2022 | 0.58% | 1.76 | 1.77 | 450'000 | 450'000 | 272'256 | 272'256 | 463'973 | 466'696 | 98.43% | 98.43% |
07.10.2022 | 0.86% | 1.49 | 1.50 | 450'000 | 450'000 | 274'344 | 274'344 | 338'705 | 341'449 | 99.29% | 99.29% |
06.10.2022 | 1.14% | 0.93 | 0.94 | 450'000 | 450'000 | 274'110 | 274'110 | 241'412 | 244'154 | 99.96% | 99.96% |