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 | - | - |
18.03.2022 | 1.23% | 0.69 | 0.70 | 300'000 | 30'000 | 300'000 | 30'000 | 242'805 | 24'580 | 100.00% | 100.00% |
17.03.2022 | 1.26% | 0.76 | 0.77 | 300'000 | 30'000 | 317'703 | 43'808 | 251'810 | 35'408 | 99.98% | 99.98% |
16.03.2022 | 1.55% | 0.68 | 0.69 | 450'000 | 50'000 | 450'000 | 50'000 | 290'765 | 32'807 | 91.38% | 91.38% |
15.03.2022 | 4.72% | 0.26 | 0.27 | 600'000 | 50'000 | 741'679 | 50'000 | 154'907 | 11'049 | 100.00% | 100.00% |
14.03.2022 | 2.72% | 0.29 | 0.30 | 600'000 | 50'000 | 600'000 | 50'000 | 219'531 | 18'794 | 100.00% | 100.00% |
11.03.2022 | 2.05% | 0.45 | 0.46 | 600'000 | 50'000 | 543'357 | 50'000 | 262'023 | 24'868 | 100.00% | 100.00% |
10.03.2022 | 1.83% | 0.46 | 0.47 | 600'000 | 50'000 | 531'948 | 50'000 | 288'658 | 28'050 | 99.67% | 99.67% |
09.03.2022 | 2.10% | 0.56 | 0.57 | 600'000 | 50'000 | 582'392 | 50'000 | 276'276 | 24'475 | 100.00% | 100.00% |
08.03.2022 | 2.18% | 0.35 | 0.36 | 750'000 | 50'000 | 618'316 | 50'000 | 288'343 | 24'231 | 95.77% | 95.77% |