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 | 100.00% | 0.01 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'000 | 3'750 | 100.00% | 100.00% |
15.12.2022 | 100.00% | 0.01 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'000 | 3'750 | 99.81% | 99.81% |
14.12.2022 | 89.30% | 0.01 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 6'605 | 4'151 | 99.98% | 99.98% |
13.12.2022 | 74.92% | 0.01 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 8'762 | 4'691 | 99.94% | 99.94% |
12.12.2022 | 75.45% | 0.01 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 8'682 | 4'671 | 99.76% | 99.76% |
09.12.2022 | 66.95% | 0.01 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 9'958 | 4'989 | 99.84% | 99.84% |
08.12.2022 | 68.76% | 0.01 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 9'686 | 4'921 | 99.89% | 99.89% |
07.12.2022 | 90.75% | 0.01 | 0.02 | 1'000'000 | 250'000 | 938'266 | 250'000 | 6'003 | 4'097 | 83.66% | 83.66% |
06.12.2022 | 46.90% | 0.02 | 0.03 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 16'550 | 6'638 | 99.19% | 99.19% |