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 | - | - |
16.12.2022 | 166.67% | 0.00 | 0.01 | 1'000'000 | 500'000 | 999'046 | 500'000 | 999 | 5'500 | 99.60% | 99.60% |
15.12.2022 | 27.70% | 0.01 | 0.02 | 1'000'000 | 500'000 | 931'498 | 356'421 | 42'706 | 18'508 | 98.95% | 98.95% |
14.12.2022 | 8.97% | 0.11 | 0.12 | 750'000 | 250'000 | 752'624 | 250'875 | 80'277 | 29'268 | 99.55% | 99.55% |
13.12.2022 | 8.97% | 0.13 | 0.14 | 900'000 | 300'000 | 925'580 | 348'327 | 100'255 | 40'710 | 97.50% | 97.50% |
12.12.2022 | 13.78% | 0.08 | 0.09 | 1'000'000 | 400'000 | 1'000'000 | 400'334 | 67'841 | 31'158 | 99.56% | 99.56% |
09.12.2022 | 9.82% | 0.10 | 0.11 | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 97'275 | 42'910 | 99.51% | 99.51% |
08.12.2022 | 12.96% | 0.09 | 0.10 | 1'000'000 | 400'000 | 1'000'000 | 459'865 | 72'731 | 37'866 | 99.55% | 99.55% |
07.12.2022 | 12.90% | 0.09 | 0.10 | 1'000'000 | 400'000 | 1'000'000 | 445'620 | 73'200 | 36'831 | 99.55% | 99.55% |
06.12.2022 | 10.07% | 0.08 | 0.09 | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 94'870 | 41'948 | 99.56% | 99.56% |