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 | - | - |
17.06.2022 | 46.27% | 0.07 | 0.10 | 80'000 | 80'000 | 80'000 | 80'000 | 4'094 | 6'494 | 99.95% | 99.95% |
16.06.2022 | 10.35% | 0.16 | 0.19 | 60'000 | 60'000 | 60'000 | 60'000 | 13'664 | 15'145 | 99.97% | 99.97% |
15.06.2022 | 4.41% | 0.27 | 0.29 | 60'000 | 60'000 | 60'000 | 60'000 | 17'119 | 17'863 | 99.75% | 99.75% |
14.06.2022 | 2.43% | 0.50 | 0.52 | 60'000 | 60'000 | 60'000 | 60'000 | 25'045 | 25'659 | 75.88% | 75.88% |
13.06.2022 | 3.14% | 0.47 | 0.48 | 100'000 | 100'000 | 100'000 | 100'000 | 32'570 | 33'570 | 100.00% | 100.00% |
10.06.2022 | 3.44% | 0.22 | 0.23 | 90'000 | 90'000 | 90'000 | 89'999 | 26'283 | 27'183 | 96.93% | 96.93% |
09.06.2022 | 4.72% | 0.28 | 0.29 | 100'000 | 100'000 | 100'000 | 100'000 | 21'042 | 22'042 | 100.00% | 100.00% |
08.06.2022 | 5.21% | 0.16 | 0.17 | 100'000 | 100'000 | 100'000 | 100'000 | 18'821 | 19'821 | 100.00% | 100.00% |
07.06.2022 | 4.92% | 0.17 | 0.18 | 100'000 | 100'000 | 100'000 | 100'000 | 19'943 | 20'943 | 99.72% | 99.72% |