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 | 1.14% | 0.87 | 0.88 | 750'000 | 75'000 | 750'000 | 75'000 | 653'322 | 66'082 | 99.98% | 99.98% |
17.03.2022 | 1.19% | 0.83 | 0.84 | 750'000 | 250'000 | 750'000 | 250'000 | 625'764 | 211'088 | 100.00% | 100.00% |
16.03.2022 | 1.32% | 0.87 | 0.88 | 750'000 | 250'000 | 750'000 | 250'000 | 566'300 | 191'267 | 88.75% | 88.75% |
15.03.2022 | 1.95% | 0.51 | 0.52 | 900'000 | 300'000 | 863'842 | 287'947 | 439'830 | 149'489 | 100.00% | 100.00% |
14.03.2022 | 1.69% | 0.57 | 0.58 | 900'000 | 300'000 | 900'000 | 300'000 | 528'701 | 179'234 | 99.95% | 99.95% |
11.03.2022 | 2.00% | 0.47 | 0.48 | 900'000 | 300'000 | 900'070 | 300'070 | 447'978 | 152'345 | 100.00% | 100.00% |
10.03.2022 | 2.35% | 0.41 | 0.42 | 1'000'000 | 400'000 | 977'275 | 377'275 | 411'067 | 162'044 | 99.83% | 99.83% |
09.03.2022 | 2.09% | 0.47 | 0.48 | 900'000 | 300'000 | 923'523 | 323'523 | 437'088 | 155'926 | 100.00% | 100.00% |
08.03.2022 | 3.45% | 0.30 | 0.31 | 1'000'000 | 400'000 | 1'000'000 | 429'859 | 287'209 | 126'812 | 92.58% | 92.58% |