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 | 4.33% | 0.19 | 0.20 | 900'000 | 50'000 | 899'999 | 50'000 | 204'849 | 11'881 | 100.00% | 100.00% |
17.03.2022 | 3.56% | 0.28 | 0.29 | 1'000'000 | 50'000 | 1'000'000 | 50'000 | 276'193 | 14'310 | 99.99% | 99.99% |
16.03.2022 | 5.16% | 0.21 | 0.22 | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 191'212 | 30'182 | 91.40% | 91.40% |
15.03.2022 | 10.79% | 0.08 | 0.09 | 1'000'000 | 150'000 | 1'000'000 | 218'757 | 89'731 | 21'630 | 100.00% | 100.00% |
14.03.2022 | 13.72% | 0.10 | 0.11 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 72'552 | 20'638 | 100.00% | 100.00% |
11.03.2022 | 14.77% | 0.07 | 0.08 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 65'555 | 18'889 | 100.00% | 100.00% |
10.03.2022 | 9.54% | 0.07 | 0.08 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 102'262 | 28'066 | 99.45% | 99.45% |
09.03.2022 | 12.02% | 0.12 | 0.13 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 81'595 | 22'899 | 100.00% | 100.00% |
08.03.2022 | 13.34% | 0.04 | 0.05 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 74'303 | 21'076 | 95.34% | 95.34% |