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 | - | - |
17.03.2023 | - | - | 0.01 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
16.03.2023 | - | - | 0.01 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 98.33% |
15.03.2023 | - | - | 0.01 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 99.62% |
14.03.2023 | - | - | 0.01 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
13.03.2023 | 66.67% | 0.01 | 0.01 | 300'000 | 100'000 | 300'000 | 100'000 | 3'000 | 2'000 | 0.77% | 85.79% |
10.03.2023 | 66.67% | 0.01 | 0.02 | 300'000 | 100'000 | 300'000 | 100'000 | 3'000 | 2'000 | 41.15% | 99.25% |
09.03.2023 | 66.67% | 0.01 | 0.02 | 300'000 | 100'000 | 300'000 | 100'000 | 3'000 | 2'000 | 45.02% | 97.34% |
08.03.2023 | 65.33% | 0.01 | 0.02 | 300'000 | 50'000 | 299'783 | 99'946 | 3'148 | 2'049 | 96.10% | 100.00% |
07.03.2023 | 22.19% | 0.03 | 0.04 | 300'000 | 100'000 | 300'000 | 100'000 | 12'288 | 5'096 | 99.99% | 99.99% |