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 | 3.49% | 0.56 | 0.58 | 300'000 | 25'000 | 299'985 | 25'000 | 168'927 | 14'578 | 100.00% | 100.00% |
17.03.2022 | 3.10% | 0.64 | 0.66 | 300'000 | 50'000 | 300'000 | 50'000 | 185'973 | 31'970 | 99.61% | 99.72% |
16.03.2022 | 2.42% | 0.45 | 0.46 | 300'000 | 50'000 | 300'000 | 50'000 | 122'937 | 20'990 | 88.77% | 88.77% |
15.03.2022 | 3.42% | 0.29 | 0.30 | 300'000 | 50'000 | 359'274 | 50'000 | 102'447 | 14'917 | 100.00% | 100.00% |
14.03.2022 | 2.93% | 0.31 | 0.32 | 450'000 | 50'000 | 308'281 | 50'000 | 103'754 | 17'366 | 99.95% | 99.95% |
11.03.2022 | 3.00% | 0.33 | 0.34 | 450'000 | 50'000 | 398'472 | 50'000 | 130'236 | 16'973 | 100.00% | 100.00% |
10.03.2022 | 3.39% | 0.26 | 0.27 | 450'000 | 50'000 | 450'000 | 50'000 | 130'785 | 15'032 | 99.81% | 99.81% |
09.03.2022 | 3.60% | 0.34 | 0.35 | 450'000 | 50'000 | 450'000 | 50'000 | 124'400 | 14'322 | 96.74% | 96.74% |
08.03.2022 | 5.24% | 0.16 | 0.17 | 450'000 | 50'000 | 450'000 | 50'000 | 84'757 | 9'917 | 93.36% | 93.36% |