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 | 25.57% | 0.05 | 0.06 | 1'000'000 | 500'000 | 999'264 | 291'959 | 35'886 | 13'935 | 99.70% | 99.70% |
17.03.2022 | 32.75% | 0.05 | 0.06 | 1'000'000 | 500'000 | 1'000'000 | 267'984 | 27'584 | 10'390 | 99.73% | 99.73% |
16.03.2022 | 25.94% | 0.02 | 0.03 | 1'000'000 | 250'000 | 999'862 | 253'150 | 34'906 | 11'408 | 99.98% | 99.98% |
15.03.2022 | 34.93% | 0.04 | 0.05 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'538 | 8'884 | 99.97% | 99.97% |
14.03.2022 | 35.05% | 0.04 | 0.05 | 1'000'000 | 250'000 | 999'937 | 250'000 | 25'153 | 8'789 | 99.25% | 99.25% |
11.03.2022 | 35.39% | 0.02 | 0.03 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 23'672 | 8'418 | 96.67% | 96.67% |
10.03.2022 | 37.85% | 0.02 | 0.03 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 22'012 | 8'003 | 99.96% | 99.96% |
09.03.2022 | 52.32% | 0.02 | 0.03 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 14'934 | 6'233 | 99.41% | 99.41% |
08.03.2022 | 67.69% | 0.00 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 14'023 | 6'168 | 13.89% | 13.89% |