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 | 3.48% | 0.26 | 0.27 | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 282'894 | 58'579 | 99.97% | 99.97% |
17.03.2022 | 9.12% | 0.20 | 0.21 | 1'000'000 | 200'000 | 999'998 | 223'195 | 112'156 | 26'667 | 100.00% | 100.00% |
16.03.2022 | 4.09% | 0.16 | 0.17 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 244'247 | 63'562 | 89.12% | 89.12% |
15.03.2022 | 4.40% | 0.25 | 0.26 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 226'707 | 59'177 | 100.00% | 100.00% |
14.03.2022 | 5.01% | 0.25 | 0.26 | 1'000'000 | 400'000 | 1'000'000 | 507'558 | 199'146 | 104'087 | 100.00% | 100.00% |
11.03.2022 | 5.01% | 0.20 | 0.21 | 1'000'000 | 500'000 | 1'000'000 | 627'635 | 197'956 | 128'161 | 100.00% | 100.00% |
10.03.2022 | 4.56% | 0.17 | 0.18 | 1'000'000 | 750'000 | 1'000'000 | 748'241 | 218'442 | 170'856 | 99.81% | 99.81% |
09.03.2022 | 4.90% | 0.24 | 0.25 | 1'000'000 | 750'000 | 1'000'000 | 750'000 | 200'227 | 157'670 | 99.98% | 99.98% |
08.03.2022 | 6.31% | 0.14 | 0.15 | 1'000'000 | 750'000 | 1'000'000 | 750'000 | 162'841 | 129'631 | 97.16% | 97.16% |