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 | 45.81% | 0.04 | 0.07 | 150'000 | 150'000 | 150'000 | 150'000 | 7'724 | 12'224 | 100.00% | 100.00% |
15.12.2022 | 106.13% | 0.06 | 0.09 | 300'000 | 300'000 | 179'714 | 179'714 | 3'542 | 8'643 | 97.17% | 97.17% |
14.12.2022 | 17.64% | 0.04 | 0.05 | 300'000 | 300'000 | 178'450 | 178'450 | 9'050 | 10'835 | 96.17% | 96.17% |
13.12.2022 | 11.09% | 0.04 | 0.05 | 300'000 | 300'000 | 180'794 | 180'794 | 20'661 | 22'708 | 95.58% | 95.58% |
12.12.2022 | 5.17% | 0.20 | 0.21 | 300'000 | 300'000 | 181'493 | 181'493 | 35'167 | 36'982 | 98.23% | 98.23% |
09.12.2022 | 5.35% | 0.17 | 0.18 | 300'000 | 300'000 | 182'079 | 182'079 | 33'472 | 35'292 | 99.13% | 99.13% |
08.12.2022 | 3.81% | 0.21 | 0.22 | 300'000 | 300'000 | 180'764 | 180'764 | 45'924 | 47'731 | 98.03% | 98.03% |
07.12.2022 | 3.34% | 0.28 | 0.29 | 300'000 | 300'000 | 181'515 | 181'515 | 53'483 | 55'299 | 98.66% | 98.66% |
06.12.2022 | 6.09% | 0.23 | 0.24 | 300'000 | 300'000 | 181'883 | 181'883 | 31'084 | 32'903 | 98.98% | 98.98% |