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 | - | - |
17.06.2022 | 100.00% | 0.01 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'000 | 3'750 | 97.56% | 97.56% |
16.06.2022 | 93.67% | 0.01 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'950 | 3'988 | 97.04% | 97.04% |
15.06.2022 | 54.53% | 0.01 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 14'047 | 6'012 | 99.65% | 99.65% |
14.06.2022 | 21.35% | 0.04 | 0.05 | 1'000'000 | 250'000 | 999'060 | 278'324 | 42'099 | 14'709 | 99.37% | 99.37% |
13.06.2022 | 14.81% | 0.06 | 0.07 | 775'000 | 400'000 | 809'937 | 410'077 | 50'655 | 29'761 | 99.60% | 99.60% |
10.06.2022 | 21.76% | 0.04 | 0.05 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 41'220 | 12'805 | 67.91% | 67.91% |
09.06.2022 | 24.02% | 0.04 | 0.05 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 36'795 | 11'699 | 99.96% | 99.96% |
08.06.2022 | 69.37% | 0.01 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 12'586 | 5'647 | 45.71% | 45.71% |
07.06.2022 | 46.51% | 0.01 | 0.02 | 1'000'000 | 250'000 | 988'925 | 276'176 | 21'380 | 9'672 | 81.76% | 81.76% |