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 | 2.81% | 1.17 | 1.21 | 100'000 | 100'000 | 100'000 | 100'000 | 120'165 | 123'585 | 89.90% | 89.90% |
15.12.2022 | 2.54% | 1.24 | 1.28 | 100'000 | 100'000 | 100'000 | 100'000 | 133'406 | 136'832 | 65.13% | 65.13% |
14.12.2022 | 2.55% | 1.40 | 1.44 | 100'000 | 100'000 | 100'000 | 100'000 | 132'543 | 135'965 | 99.07% | 99.07% |
13.12.2022 | 2.52% | 1.28 | 1.32 | 100'000 | 100'000 | 110'944 | 110'944 | 142'864 | 146'404 | 92.52% | 92.52% |
12.12.2022 | 1.87% | 1.29 | 1.31 | 200'000 | 200'000 | 200'000 | 200'000 | 254'013 | 258'818 | 99.76% | 99.76% |
09.12.2022 | 1.85% | 1.28 | 1.30 | 200'000 | 200'000 | 200'000 | 200'000 | 259'421 | 264'252 | 99.09% | 99.09% |
08.12.2022 | 1.87% | 1.29 | 1.31 | 200'000 | 200'000 | 200'000 | 200'000 | 253'923 | 258'711 | 99.52% | 99.52% |
07.12.2022 | 1.80% | 1.32 | 1.34 | 200'000 | 200'000 | 200'000 | 200'000 | 267'178 | 272'031 | 88.86% | 88.86% |
06.12.2022 | 1.62% | 1.44 | 1.46 | 200'000 | 200'000 | 200'000 | 200'000 | 290'839 | 295'602 | 99.57% | 99.57% |