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 | 2.72% | 0.36 | 0.37 | 225'000 | 25'000 | 224'925 | 25'000 | 81'587 | 9'318 | 100.00% | 100.00% |
17.03.2022 | 2.72% | 0.39 | 0.40 | 225'000 | 50'000 | 225'000 | 50'000 | 82'478 | 18'828 | 100.00% | 100.00% |
16.03.2022 | 2.94% | 0.35 | 0.36 | 225'000 | 50'000 | 225'000 | 50'000 | 75'801 | 17'345 | 88.65% | 88.65% |
15.03.2022 | 4.77% | 0.25 | 0.26 | 300'000 | 50'000 | 299'917 | 50'000 | 63'423 | 11'075 | 100.00% | 100.00% |
14.03.2022 | 5.96% | 0.17 | 0.18 | 300'000 | 50'000 | 359'756 | 61'953 | 58'662 | 11'166 | 99.94% | 99.94% |
11.03.2022 | 10.07% | 0.11 | 0.12 | 450'000 | 100'000 | 537'579 | 100'000 | 50'802 | 10'619 | 93.45% | 93.45% |
10.03.2022 | 133.75% | 0.00 | 0.01 | 600'000 | 200'000 | 600'000 | 200'000 | 1'558 | 2'519 | 99.69% | 99.69% |
09.03.2022 | 122.18% | 0.00 | 0.01 | 600'000 | 200'000 | 600'000 | 200'000 | 2'057 | 2'686 | 99.85% | 99.85% |
08.03.2022 | 144.71% | 0.00 | 0.01 | 600'000 | 200'000 | 600'000 | 200'000 | 1'206 | 2'402 | 94.77% | 94.77% |