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 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 98.37% |
15.12.2022 | 77.64% | 0.01 | 0.02 | 100'000 | 100'000 | 100'000 | 100'000 | 1'888 | 4'193 | 64.76% | 98.80% |
14.12.2022 | 40.10% | 0.04 | 0.07 | 100'000 | 100'000 | 100'000 | 100'000 | 5'152 | 7'698 | 97.81% | 97.81% |
13.12.2022 | 31.08% | 0.09 | 0.11 | 100'000 | 100'000 | 143'934 | 110'984 | 8'777 | 9'651 | 98.50% | 98.50% |
12.12.2022 | 27.80% | 0.04 | 0.05 | 500'000 | 200'000 | 500'000 | 200'000 | 22'230 | 11'736 | 99.64% | 99.64% |
09.12.2022 | 29.76% | 0.07 | 0.08 | 500'000 | 200'000 | 500'000 | 200'000 | 23'978 | 12'852 | 99.64% | 99.64% |
08.12.2022 | 24.48% | 0.05 | 0.07 | 500'000 | 200'000 | 500'000 | 200'000 | 29'077 | 14'871 | 96.05% | 96.05% |
07.12.2022 | 19.98% | 0.07 | 0.08 | 500'000 | 200'000 | 500'000 | 200'000 | 36'469 | 17'822 | 91.97% | 91.97% |
06.12.2022 | 13.08% | 0.10 | 0.11 | 500'000 | 200'000 | 481'638 | 200'000 | 49'023 | 23'251 | 100.00% | 100.00% |