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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12.07.2023 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
11.07.2023 | 27.26% | 0.03 | 0.04 | 500'000 | 500'000 | 500'000 | 500'000 | 15'848 | 20'848 | 22.83% | 22.83% |
10.07.2023 | 26.57% | 0.03 | 0.04 | 500'000 | 500'000 | 500'000 | 500'000 | 16'334 | 21'334 | 100.00% | 100.00% |
07.07.2023 | 27.76% | 0.03 | 0.04 | 600'000 | 600'000 | 600'000 | 600'000 | 18'646 | 24'646 | 100.00% | 100.00% |
06.07.2023 | 27.17% | 0.03 | 0.04 | 400'000 | 400'000 | 400'000 | 400'000 | 12'805 | 16'805 | 100.00% | 100.00% |
05.07.2023 | 18.90% | 0.05 | 0.06 | 350'000 | 350'000 | 350'000 | 350'000 | 16'771 | 20'271 | 100.00% | 100.00% |
04.07.2023 | 16.50% | 0.05 | 0.06 | 350'000 | 350'000 | 350'000 | 350'000 | 19'483 | 22'983 | 100.00% | 100.00% |
03.07.2023 | 15.98% | 0.06 | 0.07 | 350'000 | 350'000 | 350'000 | 350'000 | 20'172 | 23'672 | 100.00% | 100.00% |
30.06.2023 | 17.44% | 0.05 | 0.06 | 400'000 | 400'000 | 400'000 | 400'000 | 20'967 | 24'967 | 100.00% | 100.00% |
29.06.2023 | 20.19% | 0.05 | 0.06 | 450'000 | 450'000 | 450'000 | 450'000 | 20'048 | 24'548 | 100.00% | 100.00% |