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 | - | - |
18.03.2022 | 50.33% | 0.01 | 0.03 | 1'000'000 | 50'000 | 915'164 | 50'000 | 29'360 | 2'640 | 100.00% | 100.00% |
17.03.2022 | 10.64% | 0.11 | 0.12 | 750'000 | 50'000 | 889'680 | 50'000 | 79'678 | 5'001 | 99.98% | 99.98% |
16.03.2022 | 15.28% | 0.08 | 0.09 | 1'000'000 | 400'000 | 1'000'000 | 451'439 | 62'310 | 32'247 | 91.38% | 91.38% |
15.03.2022 | 27.84% | 0.03 | 0.04 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 31'319 | 20'659 | 100.00% | 100.00% |
14.03.2022 | 16.75% | 0.05 | 0.06 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 55'349 | 32'674 | 100.00% | 100.00% |
11.03.2022 | 17.70% | 0.05 | 0.06 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 54'953 | 32'477 | 100.00% | 100.00% |
10.03.2022 | 14.03% | 0.06 | 0.07 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 67'465 | 38'732 | 99.67% | 99.67% |
09.03.2022 | 16.46% | 0.07 | 0.08 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 60'488 | 35'244 | 100.00% | 100.00% |
08.03.2022 | 24.36% | 0.03 | 0.04 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 39'015 | 24'507 | 94.03% | 94.03% |