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 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 99.79% |
15.12.2022 | 154.97% | 0.00 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'572 | 20'000 | 9.18% | 97.31% |
14.12.2022 | 153.42% | 0.00 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'690 | 20'000 | 66.32% | 100.00% |
13.12.2022 | 50.11% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 22'125 | 32'959 | 95.30% | 95.30% |
12.12.2022 | 23.43% | 0.04 | 0.05 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 37'971 | 47'971 | 100.00% | 100.00% |
09.12.2022 | 19.65% | 0.04 | 0.05 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 46'584 | 56'584 | 99.33% | 99.33% |
08.12.2022 | 13.36% | 0.06 | 0.07 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 70'295 | 80'295 | 100.00% | 100.00% |
07.12.2022 | 13.83% | 0.06 | 0.07 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 67'963 | 77'963 | 99.15% | 99.15% |
06.12.2022 | 18.98% | 0.06 | 0.07 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 48'241 | 58'241 | 98.50% | 98.50% |