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% | 100.00% |
15.12.2022 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 97.30% |
14.12.2022 | 163.64% | 0.00 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'000 | 20'000 | 3.56% | 100.00% |
13.12.2022 | 88.42% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 8'807 | 21'118 | 95.29% | 95.29% |
12.12.2022 | 47.45% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 16'163 | 26'163 | 100.00% | 100.00% |
09.12.2022 | 37.67% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 21'814 | 31'814 | 99.35% | 99.35% |
08.12.2022 | 26.49% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 32'934 | 42'934 | 100.00% | 100.00% |
07.12.2022 | 26.62% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 32'862 | 42'862 | 99.15% | 99.15% |
06.12.2022 | 33.47% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 25'067 | 35'067 | 98.50% | 98.50% |