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 | 100.00% | 0.01 | 0.02 | 250'000 | 250'000 | 250'000 | 250'000 | 1'250 | 3'750 | 89.03% | 89.03% |
15.12.2022 | 100.00% | 0.01 | 0.02 | 250'000 | 250'000 | 250'000 | 250'000 | 1'250 | 3'750 | 98.35% | 98.35% |
14.12.2022 | 100.00% | 0.01 | 0.02 | 250'000 | 250'000 | 250'000 | 250'000 | 1'250 | 3'750 | 99.38% | 99.38% |
13.12.2022 | 100.00% | 0.01 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'000 | 3'750 | 64.58% | 64.58% |
12.12.2022 | 100.00% | 0.01 | 0.02 | 1'000'000 | 250'000 | 993'206 | 250'000 | 4'966 | 3'750 | 99.38% | 99.38% |
09.12.2022 | 59.27% | 0.01 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'875 | 6'469 | 99.01% | 99.01% |
08.12.2022 | 74.58% | 0.02 | 0.03 | 1'000'000 | 250'000 | 996'115 | 250'000 | 9'622 | 4'910 | 99.38% | 99.38% |
07.12.2022 | 1.02% | 0.97 | 0.98 | 75'000 | 75'000 | 78'070 | 78'070 | 76'080 | 76'861 | 29.66% | 29.66% |
06.12.2022 | 3.67% | 0.26 | 0.27 | 200'000 | 200'000 | 203'350 | 203'350 | 54'446 | 56'479 | 30.94% | 30.94% |