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 | 1.35% | 0.72 | 0.73 | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 737'532 | 112'130 | 99.97% | 99.97% |
17.03.2022 | 1.72% | 0.67 | 0.68 | 1'000'000 | 150'000 | 1'000'000 | 173'191 | 577'078 | 100'972 | 100.00% | 100.00% |
16.03.2022 | 1.41% | 0.64 | 0.65 | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 704'447 | 142'889 | 89.11% | 89.11% |
15.03.2022 | 1.48% | 0.70 | 0.71 | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 672'914 | 136'583 | 100.00% | 100.00% |
14.03.2022 | 1.61% | 0.69 | 0.70 | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 620'251 | 126'050 | 100.00% | 100.00% |
11.03.2022 | 1.74% | 0.59 | 0.60 | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 571'376 | 116'275 | 100.00% | 100.00% |
10.03.2022 | 1.75% | 0.51 | 0.52 | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 567'119 | 115'424 | 99.81% | 99.81% |
09.03.2022 | 1.87% | 0.58 | 0.59 | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 529'249 | 107'850 | 99.98% | 99.98% |
08.03.2022 | 2.22% | 0.42 | 0.43 | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 453'995 | 92'799 | 97.25% | 97.25% |