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% | 99.67% |
15.12.2022 | 80.93% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 8'630 | 20'100 | 76.29% | 97.29% |
14.12.2022 | 24.02% | 0.05 | 0.06 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 37'406 | 47'406 | 100.00% | 100.00% |
13.12.2022 | 11.40% | 0.05 | 0.06 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 89'606 | 99'606 | 95.30% | 95.30% |
12.12.2022 | 20.61% | 0.04 | 0.05 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 43'957 | 53'957 | 100.00% | 100.00% |
09.12.2022 | 19.62% | 0.05 | 0.06 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 46'729 | 56'729 | 99.29% | 99.29% |
08.12.2022 | 23.35% | 0.04 | 0.05 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 38'174 | 48'174 | 100.00% | 100.00% |
07.12.2022 | 15.96% | 0.06 | 0.07 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 58'331 | 68'331 | 99.07% | 99.07% |
06.12.2022 | 11.79% | 0.07 | 0.08 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 81'281 | 91'281 | 98.50% | 98.50% |