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 | - | - | 0.09 | 0 | 30'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
15.12.2022 | 191.30% | 0.00 | 0.09 | 150'000 | 150'000 | 150'000 | 150'000 | 300 | 13'500 | 1.92% | 98.86% |
14.12.2022 | 165.34% | 0.00 | 0.04 | 150'000 | 150'000 | 44'606 | 44'606 | 142 | 1'754 | 88.68% | 98.81% |
13.12.2022 | 149.94% | 0.00 | 0.04 | 150'000 | 150'000 | 52'757 | 52'757 | 275 | 2'678 | 93.82% | 96.17% |
12.12.2022 | 63.83% | 0.01 | 0.04 | 150'000 | 150'000 | 55'370 | 55'370 | 858 | 2'159 | 98.83% | 98.83% |
09.12.2022 | 139.27% | 0.01 | 0.04 | 150'000 | 150'000 | 55'332 | 55'332 | 394 | 2'158 | 98.25% | 98.25% |
08.12.2022 | 97.03% | 0.01 | 0.04 | 150'000 | 150'000 | 55'534 | 55'534 | 695 | 2'199 | 98.98% | 98.98% |
07.12.2022 | 64.52% | 0.02 | 0.04 | 150'000 | 150'000 | 55'499 | 55'499 | 1'089 | 2'182 | 98.96% | 98.96% |
06.12.2022 | 103.89% | 0.01 | 0.04 | 150'000 | 150'000 | 54'497 | 54'497 | 768 | 2'159 | 97.93% | 97.93% |