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 | 9.72% | 0.07 | 0.08 | 750'000 | 30'000 | 750'000 | 30'000 | 78'035 | 3'421 | 100.00% | 100.00% |
17.03.2022 | 4.69% | 0.20 | 0.21 | 750'000 | 30'000 | 750'000 | 30'000 | 156'580 | 6'563 | 99.98% | 99.98% |
16.03.2022 | 5.67% | 0.19 | 0.20 | 750'000 | 50'000 | 750'000 | 50'000 | 128'816 | 9'088 | 90.36% | 90.36% |
15.03.2022 | 7.33% | 0.11 | 0.12 | 750'000 | 50'000 | 750'000 | 50'000 | 99'051 | 7'103 | 100.00% | 100.00% |
14.03.2022 | 6.90% | 0.15 | 0.16 | 750'000 | 50'000 | 364'297 | 50'000 | 53'923 | 7'592 | 100.00% | 100.00% |
11.03.2022 | 7.10% | 0.14 | 0.15 | 250'000 | 50'000 | 250'000 | 50'000 | 34'075 | 7'315 | 100.00% | 100.00% |
10.03.2022 | 6.08% | 0.14 | 0.15 | 250'000 | 50'000 | 250'000 | 50'000 | 40'123 | 8'525 | 99.46% | 99.46% |
09.03.2022 | 6.86% | 0.19 | 0.20 | 250'000 | 50'000 | 250'000 | 50'000 | 35'611 | 7'622 | 100.00% | 100.00% |
08.03.2022 | 6.01% | 0.13 | 0.14 | 250'000 | 50'000 | 250'000 | 50'000 | 41'695 | 8'839 | 94.06% | 94.06% |