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 | 2.59% | 0.37 | 0.38 | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 380'612 | 58'592 | 100.00% | 100.00% |
17.03.2022 | 2.93% | 0.38 | 0.39 | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 337'740 | 52'161 | 100.00% | 100.00% |
16.03.2022 | 3.06% | 0.30 | 0.31 | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 322'384 | 49'858 | 89.04% | 89.04% |
15.03.2022 | 3.58% | 0.31 | 0.32 | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 274'858 | 42'729 | 100.00% | 100.00% |
14.03.2022 | 4.03% | 0.29 | 0.30 | 1'000'000 | 250'000 | 999'905 | 250'000 | 245'477 | 63'875 | 100.00% | 100.00% |
11.03.2022 | 4.34% | 0.22 | 0.23 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 226'170 | 59'042 | 100.00% | 100.00% |
10.03.2022 | 5.09% | 0.18 | 0.19 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 192'376 | 50'594 | 99.81% | 99.81% |
09.03.2022 | 8.07% | 0.13 | 0.14 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 119'305 | 32'326 | 99.99% | 99.99% |
08.03.2022 | 11.20% | 0.10 | 0.11 | 1'000'000 | 250'000 | 999'750 | 249'756 | 85'487 | 23'855 | 95.72% | 95.72% |