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 | - | - |
20.03.2023 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
17.03.2023 | 124.11% | 0.01 | 0.02 | 480'000 | 96'000 | 473'787 | 94'757 | 2'398 | 1'917 | 98.74% | 98.74% |
16.03.2023 | 26.60% | 0.02 | 0.03 | 440'000 | 88'000 | 434'758 | 86'952 | 17'819 | 4'612 | 80.61% | 80.61% |
15.03.2023 | 74.27% | 0.02 | 0.03 | 520'000 | 104'000 | 470'327 | 243'984 | 6'203 | 5'650 | 60.84% | 60.84% |
14.03.2023 | 58.08% | 0.01 | 0.02 | 400'000 | 400'000 | 400'514 | 400'514 | 5'453 | 9'858 | 100.00% | 100.00% |
13.03.2023 | 64.02% | 0.02 | 0.03 | 390'000 | 390'000 | 399'368 | 399'368 | 5'939 | 10'737 | 95.04% | 95.04% |
10.03.2023 | 95.12% | 0.01 | 0.02 | 360'000 | 360'000 | 353'892 | 353'892 | 2'652 | 7'432 | 99.54% | 99.54% |
09.03.2023 | 101.51% | 0.01 | 0.02 | 340'000 | 340'000 | 345'749 | 345'749 | 2'293 | 6'915 | 100.00% | 100.00% |
08.03.2023 | 123.51% | 0.01 | 0.02 | 330'000 | 330'000 | 333'889 | 333'889 | 1'588 | 6'678 | 100.00% | 100.00% |