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 | - | - |
22.07.2022 | 40.00% | 0.02 | 0.03 | 3'000'000 | 3'000'000 | 2'424'190 | 2'424'190 | 48'479 | 72'721 | 99.10% | 99.10% |
21.07.2022 | 39.83% | 0.02 | 0.03 | 3'000'000 | 3'000'000 | 2'189'100 | 2'189'100 | 44'151 | 66'042 | 99.33% | 99.33% |
20.07.2022 | 29.07% | 0.03 | 0.04 | 3'000'000 | 3'000'000 | 1'759'960 | 1'759'960 | 51'004 | 68'603 | 99.23% | 99.23% |
19.07.2022 | 18.95% | 0.04 | 0.05 | 3'000'000 | 3'000'000 | 1'386'770 | 1'386'770 | 65'510 | 79'378 | 98.57% | 98.57% |
18.07.2022 | 19.89% | 0.05 | 0.06 | 3'000'000 | 3'000'000 | 1'374'680 | 1'374'680 | 62'109 | 75'856 | 98.83% | 98.83% |
15.07.2022 | 14.32% | 0.05 | 0.06 | 3'000'000 | 3'000'000 | 1'221'850 | 1'221'850 | 75'410 | 87'629 | 99.58% | 99.58% |
14.07.2022 | 11.85% | 0.08 | 0.09 | 3'000'000 | 3'000'000 | 1'235'170 | 1'235'170 | 100'685 | 113'037 | 99.38% | 99.38% |
13.07.2022 | 11.97% | 0.07 | 0.08 | 2'713'600 | 2'713'600 | 1'156'650 | 1'156'650 | 92'420 | 103'987 | 99.50% | 99.50% |
12.07.2022 | 13.52% | 0.07 | 0.08 | 3'000'000 | 3'000'000 | 1'267'860 | 1'267'860 | 88'577 | 101'256 | 99.58% | 99.58% |