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% | 99.98% |
15.12.2022 | 107.69% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 6'000 | 20'000 | 76.35% | 97.34% |
14.12.2022 | 80.19% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 8'668 | 20'070 | 100.00% | 100.00% |
13.12.2022 | 49.56% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 17'811 | 28'159 | 95.33% | 95.33% |
12.12.2022 | 75.03% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 9'253 | 20'218 | 100.00% | 100.00% |
09.12.2022 | 87.22% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 7'982 | 20'110 | 99.26% | 99.26% |
08.12.2022 | 93.95% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 7'253 | 20'000 | 100.00% | 100.00% |
07.12.2022 | 59.54% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 12'027 | 22'057 | 99.05% | 99.05% |
06.12.2022 | 50.31% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 15'191 | 25'191 | 98.51% | 98.51% |