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 | 4.17% | 0.45 | 0.47 | 600'000 | 50'000 | 600'000 | 50'000 | 281'676 | 24'473 | 99.99% | 99.99% |
17.03.2022 | 2.30% | 0.44 | 0.45 | 600'000 | 100'000 | 600'000 | 100'000 | 258'237 | 44'040 | 100.00% | 100.00% |
16.03.2022 | 2.23% | 0.41 | 0.42 | 600'000 | 100'000 | 600'000 | 100'000 | 267'140 | 45'523 | 88.74% | 88.74% |
15.03.2022 | 3.38% | 0.29 | 0.30 | 600'000 | 200'000 | 663'684 | 221'228 | 192'676 | 66'438 | 100.00% | 100.00% |
14.03.2022 | 3.21% | 0.32 | 0.33 | 750'000 | 250'000 | 719'925 | 239'975 | 220'482 | 75'894 | 99.96% | 99.96% |
11.03.2022 | 4.80% | 0.20 | 0.21 | 750'000 | 250'000 | 750'000 | 250'000 | 154'004 | 53'835 | 100.00% | 100.00% |
10.03.2022 | 6.72% | 0.12 | 0.13 | 750'000 | 250'000 | 750'000 | 250'000 | 108'284 | 38'595 | 99.83% | 99.83% |
09.03.2022 | 7.43% | 0.15 | 0.16 | 750'000 | 250'000 | 750'000 | 250'000 | 98'213 | 35'238 | 100.00% | 100.00% |
08.03.2022 | 13.94% | 0.06 | 0.07 | 750'000 | 250'000 | 750'000 | 250'000 | 50'623 | 19'374 | 94.31% | 94.31% |