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 | 175.00% | 0.00 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 1'000 | 3'750 | 99.95% | 99.95% |
16.06.2022 | 20.66% | 0.04 | 0.05 | 1'000'000 | 250'000 | 991'762 | 316'961 | 43'618 | 17'579 | 99.30% | 99.30% |
15.06.2022 | 7.19% | 0.10 | 0.11 | 500'000 | 500'000 | 384'998 | 384'998 | 51'744 | 55'594 | 85.64% | 85.64% |
14.06.2022 | 4.77% | 0.21 | 0.22 | 250'000 | 250'000 | 255'369 | 255'369 | 52'226 | 54'780 | 99.76% | 99.76% |
13.06.2022 | 3.67% | 0.26 | 0.27 | 200'000 | 200'000 | 209'412 | 196'083 | 55'906 | 54'402 | 40.77% | 40.77% |
10.06.2022 | 59.80% | 0.01 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 12'059 | 5'515 | 1.62% | 1.62% |
09.06.2022 | 63.91% | 0.02 | 0.03 | 1'000'000 | 250'000 | 894'453 | 298'703 | 24'263 | 15'082 | 99.82% | 99.82% |
08.06.2022 | 79.99% | 0.02 | 0.03 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 12'419 | 5'857 | 100.00% | 100.00% |
07.06.2022 | 77.93% | 0.03 | 0.04 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 14'639 | 6'404 | 98.80% | 98.80% |