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 | - | 0.06 | - | 500'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 89.30% |
21.01.2022 | 2.38% | 0.40 | 0.41 | 130'000 | 50'000 | 125'322 | 30'309 | 52'056 | 12'887 | 98.21% | 99.02% |
20.01.2022 | 2.01% | 0.63 | 0.64 | 80'000 | 50'000 | 89'795 | 30'833 | 52'652 | 18'862 | 92.74% | 92.74% |
19.01.2022 | 1.96% | 0.54 | 0.55 | 100'000 | 50'000 | 100'227 | 30'443 | 52'564 | 16'458 | 99.38% | 99.38% |
18.01.2022 | 1.70% | 0.53 | 0.54 | 100'000 | 50'000 | 89'874 | 30'243 | 53'647 | 18'101 | 95.48% | 95.48% |
17.01.2022 | - | 0.74 | 0.75 | 70'000 | 25'000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
14.01.2022 | 1.83% | 0.70 | 0.71 | 80'000 | 50'000 | 83'178 | 30'540 | 52'770 | 20'118 | 99.65% | 99.65% |
13.01.2022 | 1.30% | 0.71 | 0.72 | 80'000 | 50'000 | 70'204 | 30'539 | 53'644 | 23'588 | 99.67% | 99.67% |
12.01.2022 | 1.25% | 0.73 | 0.74 | 70'000 | 50'000 | 69'365 | 30'543 | 55'357 | 24'589 | 99.60% | 99.60% |