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 | - | 0.00 | 0.02 | 60'000 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 98.83% |
15.12.2022 | 158.61% | 0.00 | 0.02 | 300'000 | 300'000 | 300'000 | 300'000 | 701 | 6'000 | 96.35% | 99.94% |
14.12.2022 | 145.69% | 0.00 | 0.02 | 300'000 | 300'000 | 300'000 | 300'000 | 957 | 6'001 | 99.54% | 99.54% |
13.12.2022 | 107.51% | 0.00 | 0.02 | 300'000 | 300'000 | 300'000 | 300'000 | 1'915 | 6'004 | 96.77% | 99.30% |
12.12.2022 | 56.64% | 0.01 | 0.02 | 300'000 | 300'000 | 300'000 | 300'000 | 3'935 | 6'954 | 100.00% | 100.00% |
09.12.2022 | 47.20% | 0.01 | 0.02 | 300'000 | 300'000 | 300'000 | 300'000 | 5'147 | 8'147 | 99.67% | 99.67% |
08.12.2022 | 36.22% | 0.02 | 0.03 | 300'000 | 300'000 | 300'000 | 300'000 | 6'865 | 9'865 | 100.00% | 100.00% |
07.12.2022 | 40.49% | 0.02 | 0.03 | 300'000 | 300'000 | 300'000 | 300'000 | 6'021 | 9'021 | 100.00% | 100.00% |
06.12.2022 | 54.70% | 0.02 | 0.03 | 300'000 | 300'000 | 300'000 | 300'000 | 4'020 | 7'020 | 99.31% | 99.31% |