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 | - | - |
16.09.2022 | 28.75% | 0.03 | 0.04 | 750'000 | 250'000 | 783'443 | 261'148 | 23'428 | 10'421 | 100.00% | 100.00% |
15.09.2022 | 9.55% | 0.06 | 0.07 | 750'000 | 250'000 | 605'484 | 201'828 | 61'222 | 22'426 | 97.78% | 97.78% |
14.09.2022 | 9.05% | 0.14 | 0.15 | 600'000 | 200'000 | 617'781 | 205'927 | 65'608 | 23'929 | 99.55% | 99.55% |
13.09.2022 | 5.66% | 0.14 | 0.15 | 600'000 | 200'000 | 600'000 | 200'000 | 104'767 | 36'922 | 33.80% | 99.56% |
12.09.2022 | 5.42% | 0.23 | 0.24 | 600'000 | 200'000 | 600'000 | 200'000 | 108'986 | 38'329 | 77.87% | 99.57% |
09.09.2022 | 7.52% | 0.14 | 0.15 | 600'000 | 200'000 | 621'908 | 207'303 | 79'549 | 28'589 | 99.58% | 99.58% |
08.09.2022 | 7.30% | 0.14 | 0.15 | 600'000 | 200'000 | 742'426 | 247'475 | 98'321 | 35'248 | 99.21% | 99.21% |
07.09.2022 | 7.38% | 0.13 | 0.14 | 750'000 | 250'000 | 750'000 | 250'000 | 98'170 | 35'224 | 99.58% | 99.58% |
06.09.2022 | 6.31% | 0.15 | 0.16 | 750'000 | 250'000 | 639'434 | 213'145 | 98'069 | 34'821 | 99.58% | 99.58% |