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 | 46.82% | 0.01 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 17'608 | 6'902 | 89.04% | 89.04% |
15.12.2022 | 11.06% | 0.05 | 0.06 | 925'000 | 475'000 | 579'007 | 376'963 | 50'097 | 42'959 | 99.06% | 99.06% |
14.12.2022 | 5.78% | 0.20 | 0.21 | 250'000 | 250'000 | 308'112 | 308'112 | 51'805 | 54'886 | 100.00% | 100.00% |
13.12.2022 | 4.44% | 0.21 | 0.22 | 250'000 | 250'000 | 241'337 | 241'337 | 53'243 | 55'656 | 65.19% | 65.19% |
12.12.2022 | 4.43% | 0.21 | 0.22 | 225'000 | 225'000 | 240'480 | 240'480 | 53'124 | 55'528 | 100.00% | 100.00% |
09.12.2022 | 4.26% | 0.23 | 0.24 | 225'000 | 225'000 | 228'620 | 228'620 | 52'553 | 54'839 | 99.63% | 99.63% |
08.12.2022 | 4.12% | 0.23 | 0.24 | 250'000 | 250'000 | 221'572 | 221'572 | 52'661 | 54'877 | 100.00% | 100.00% |
07.12.2022 | 4.35% | 0.22 | 0.23 | 225'000 | 225'000 | 235'037 | 235'037 | 52'830 | 55'181 | 100.00% | 100.00% |
06.12.2022 | 4.71% | 0.23 | 0.24 | 250'000 | 250'000 | 253'975 | 253'975 | 52'719 | 55'259 | 100.00% | 100.00% |