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 | - | - |
24.01.2022 | 7.54% | 0.20 | 0.26 | 80'000 | 80'000 | 80'000 | 80'000 | 21'916 | 23'457 | 78.84% | 78.84% |
21.01.2022 | 2.05% | 0.46 | 0.47 | 80'000 | 80'000 | 80'000 | 80'000 | 38'771 | 39'571 | 100.00% | 100.00% |
20.01.2022 | 1.72% | 0.59 | 0.60 | 80'000 | 80'000 | 80'000 | 80'000 | 46'180 | 46'980 | 100.00% | 100.00% |
19.01.2022 | 1.85% | 0.57 | 0.58 | 80'000 | 80'000 | 80'000 | 80'000 | 43'036 | 43'836 | 100.00% | 100.00% |
18.01.2022 | 1.67% | 0.54 | 0.55 | 80'000 | 80'000 | 80'000 | 80'000 | 47'675 | 48'475 | 100.00% | 100.00% |
17.01.2022 | 1.53% | 0.69 | 0.70 | 80'000 | 80'000 | 80'000 | 80'000 | 52'072 | 52'872 | 100.00% | 100.00% |
14.01.2022 | 1.57% | 0.53 | 0.54 | 80'000 | 80'000 | 80'000 | 80'000 | 50'644 | 51'444 | 100.00% | 100.00% |
13.01.2022 | 1.22% | 0.69 | 0.70 | 80'000 | 80'000 | 80'000 | 80'000 | 65'553 | 66'353 | 100.00% | 100.00% |
12.01.2022 | 1.17% | 0.88 | 0.89 | 80'000 | 80'000 | 80'000 | 80'000 | 68'178 | 68'978 | 100.00% | 100.00% |