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 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'000 | 3'750 | 100.00% | 100.00% |
15.12.2022 | 100.00% | 0.01 | 0.02 | 1'000'000 | 250'000 | 993'209 | 250'000 | 4'966 | 3'750 | 99.25% | 99.25% |
14.12.2022 | 100.00% | 0.01 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'000 | 3'750 | 100.00% | 100.00% |
13.12.2022 | 100.00% | 0.01 | 0.02 | 1'000'000 | 250'000 | 993'042 | 250'000 | 4'965 | 3'750 | 92.37% | 92.37% |
12.12.2022 | 85.34% | 0.01 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 7'284 | 4'321 | 100.00% | 100.00% |
09.12.2022 | 95.35% | 0.01 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'697 | 3'924 | 100.00% | 100.00% |
08.12.2022 | 91.83% | 0.01 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 6'225 | 4'056 | 100.00% | 100.00% |
07.12.2022 | 97.01% | 0.01 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'449 | 3'862 | 100.00% | 100.00% |
06.12.2022 | 72.69% | 0.01 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 9'096 | 4'774 | 100.00% | 100.00% |