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 | 88.98% | 88.98% |
15.12.2022 | 100.00% | 0.01 | 0.02 | 1'000'000 | 250'000 | 996'668 | 250'000 | 4'983 | 3'750 | 98.46% | 98.46% |
14.12.2022 | 100.00% | 0.01 | 0.02 | 1'000'000 | 250'000 | 997'425 | 250'000 | 4'987 | 3'750 | 99.39% | 99.39% |
13.12.2022 | 100.00% | 0.01 | 0.02 | 1'000'000 | 250'000 | 988'081 | 250'000 | 4'940 | 3'750 | 64.59% | 64.59% |
12.12.2022 | 85.04% | 0.01 | 0.02 | 1'000'000 | 250'000 | 993'328 | 250'000 | 7'959 | 4'498 | 99.39% | 99.39% |
09.12.2022 | 100.00% | 0.01 | 0.02 | 1'000'000 | 250'000 | 992'272 | 250'000 | 4'961 | 3'750 | 99.03% | 99.03% |
08.12.2022 | 100.00% | 0.01 | 0.02 | 1'000'000 | 250'000 | 997'666 | 250'000 | 4'988 | 3'750 | 99.39% | 99.39% |
07.12.2022 | 9.84% | 0.09 | 0.10 | 500'000 | 500'000 | 527'326 | 437'856 | 50'927 | 47'048 | 24.98% | 24.98% |
06.12.2022 | 15.80% | 0.06 | 0.07 | 850'000 | 425'000 | 875'203 | 440'670 | 51'011 | 30'082 | 99.39% | 99.39% |