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 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 96.28% |
15.12.2022 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 99.03% |
14.12.2022 | - | 0.01 | 0.02 | 100'000 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 97.81% |
13.12.2022 | 105.90% | 0.01 | 0.03 | 100'000 | 100'000 | 100'000 | 100'000 | 1'000 | 3'295 | 23.39% | 98.50% |
12.12.2022 | - | 0.01 | 0.02 | 500'000 | 200'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
09.12.2022 | 66.67% | 0.01 | 0.02 | 500'000 | 200'000 | 500'000 | 200'000 | 5'000 | 4'000 | 22.56% | 99.64% |
08.12.2022 | 66.67% | 0.01 | 0.02 | 500'000 | 200'000 | 500'000 | 200'000 | 5'000 | 4'000 | 1.28% | 100.00% |
07.12.2022 | 67.34% | 0.01 | 0.02 | 500'000 | 200'000 | 500'000 | 200'000 | 5'000 | 4'041 | 81.88% | 82.84% |
06.12.2022 | 61.60% | 0.02 | 0.03 | 500'000 | 200'000 | 500'000 | 200'000 | 9'043 | 6'759 | 100.00% | 100.00% |