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 | - | - |
15.12.2022 | - | - | 0.03 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 71.56% |
14.12.2022 | - | - | 0.02 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 96.29% |
13.12.2022 | - | - | 0.02 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 80.36% |
12.12.2022 | - | - | 0.03 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 99.00% |
09.12.2022 | 120.00% | 0.01 | 0.03 | 300'000 | 300'000 | 300'000 | 300'000 | 3'000 | 12'000 | 6.57% | 96.44% |
08.12.2022 | 120.00% | 0.01 | 0.04 | 300'000 | 300'000 | 300'000 | 300'000 | 3'000 | 12'000 | 98.21% | 98.21% |
07.12.2022 | 100.93% | 0.01 | 0.04 | 300'000 | 300'000 | 355'023 | 300'000 | 4'374 | 10'844 | 99.40% | 99.40% |
06.12.2022 | 66.67% | 0.01 | 0.02 | 500'000 | 300'000 | 385'326 | 300'000 | 3'853 | 6'000 | 82.22% | 99.34% |
05.12.2022 | 66.67% | 0.01 | 0.03 | 300'000 | 300'000 | 300'000 | 300'000 | 3'000 | 6'000 | 73.76% | 98.63% |