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 | 163.64% | 0.00 | 0.01 | 1'000'000 | 250'000 | 999'996 | 250'000 | 1'000 | 2'500 | 72.71% | 72.71% |
15.12.2022 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
14.12.2022 | 115.79% | 0.00 | 0.02 | 1'000'000 | 250'000 | 934'544 | 250'000 | 3'738 | 3'750 | 23.40% | 23.40% |
13.12.2022 | 91.17% | 0.01 | 0.02 | 1'000'000 | 250'000 | 976'441 | 250'000 | 6'405 | 4'136 | 88.50% | 88.50% |
12.12.2022 | 72.34% | 0.01 | 0.02 | 250'000 | 250'000 | 896'120 | 250'000 | 8'629 | 4'787 | 16.75% | 16.75% |
09.12.2022 | 66.21% | 0.01 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'137 | 5'034 | 99.02% | 99.02% |
08.12.2022 | 50.00% | 0.02 | 0.03 | 1'000'000 | 250'000 | 983'421 | 250'000 | 14'751 | 6'250 | 97.56% | 97.56% |
07.12.2022 | 50.76% | 0.02 | 0.03 | 1'000'000 | 250'000 | 916'829 | 250'000 | 13'597 | 6'193 | 68.04% | 68.04% |
06.12.2022 | 66.67% | 0.01 | 0.02 | 250'000 | 250'000 | 970'538 | 250'000 | 9'705 | 5'000 | 89.38% | 89.38% |