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 | - | - |
15.07.2022 | 119.14% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 5'080 | 20'000 | 29.21% | 98.00% |
14.07.2022 | 18.53% | 0.08 | 0.09 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 61'758 | 71'758 | 98.36% | 98.36% |
13.07.2022 | 14.53% | 0.04 | 0.05 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 65'849 | 75'849 | 98.54% | 98.54% |
12.07.2022 | 10.83% | 0.04 | 0.05 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 92'836 | 102'836 | 99.39% | 99.39% |
11.07.2022 | 13.22% | 0.08 | 0.09 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 72'517 | 82'517 | 99.89% | 99.89% |
08.07.2022 | 9.83% | 0.07 | 0.08 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 102'164 | 112'164 | 100.00% | 100.00% |
07.07.2022 | 5.94% | 0.14 | 0.15 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 164'818 | 174'818 | 96.85% | 96.85% |
06.07.2022 | 3.04% | 0.30 | 0.31 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 326'349 | 336'349 | 97.26% | 97.26% |
05.07.2022 | 3.21% | 0.49 | 0.50 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 336'823 | 346'823 | 95.77% | 95.77% |