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 | - | - |
16.12.2022 | 163.64% | 0.00 | 0.01 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 1'000 | 2'500 | 100.00% | 100.00% |
15.12.2022 | 139.38% | 0.00 | 0.01 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 2'610 | 3'038 | 99.25% | 99.25% |
14.12.2022 | 30.93% | 0.05 | 0.06 | 1'000'000 | 250'000 | 998'067 | 250'387 | 28'871 | 9'755 | 100.00% | 100.00% |
13.12.2022 | 11.79% | 0.07 | 0.08 | 625'000 | 325'000 | 626'085 | 367'470 | 50'148 | 35'636 | 94.99% | 94.99% |
12.12.2022 | 20.45% | 0.05 | 0.06 | 1'000'000 | 250'000 | 992'613 | 318'996 | 44'044 | 17'794 | 100.00% | 100.00% |
09.12.2022 | 17.38% | 0.06 | 0.07 | 925'000 | 475'000 | 936'920 | 418'887 | 49'467 | 26'747 | 100.00% | 100.00% |
08.12.2022 | 21.61% | 0.05 | 0.06 | 1'000'000 | 250'000 | 998'919 | 287'818 | 41'734 | 15'154 | 100.00% | 100.00% |
07.12.2022 | 15.53% | 0.07 | 0.08 | 775'000 | 400'000 | 854'489 | 434'629 | 50'797 | 30'196 | 100.00% | 100.00% |
06.12.2022 | 11.09% | 0.07 | 0.08 | 725'000 | 375'000 | 597'122 | 357'721 | 50'863 | 34'760 | 100.00% | 100.00% |