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% | 99.89% |
15.12.2022 | 20.51% | 0.00 | 0.02 | 840'000 | 840'000 | 840'000 | 840'000 | 55'001 | 63'461 | 76.59% | 95.57% |
14.12.2022 | 4.15% | 0.28 | 0.30 | 810'000 | 810'000 | 810'000 | 810'000 | 192'887 | 200'987 | 99.98% | 99.98% |
13.12.2022 | 2.77% | 0.36 | 0.37 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 378'552 | 388'552 | 95.30% | 95.30% |
12.12.2022 | 4.24% | 0.23 | 0.24 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 232'651 | 242'651 | 100.00% | 100.00% |
09.12.2022 | 3.88% | 0.27 | 0.28 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 254'474 | 264'474 | 99.24% | 99.24% |
08.12.2022 | 4.73% | 0.22 | 0.23 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 207'795 | 217'795 | 100.00% | 100.00% |
07.12.2022 | 3.67% | 0.28 | 0.30 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 269'053 | 279'053 | 99.01% | 99.01% |
06.12.2022 | 2.74% | 0.31 | 0.32 | 880'000 | 880'000 | 880'000 | 880'000 | 319'872 | 328'672 | 98.50% | 98.50% |