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 | 1.75% | 0.55 | 0.56 | 600'000 | 75'000 | 600'000 | 75'000 | 340'537 | 43'317 | 100.00% | 100.00% |
15.12.2022 | 1.45% | 0.66 | 0.67 | 600'000 | 150'000 | 600'000 | 150'000 | 411'175 | 104'294 | 99.28% | 99.28% |
14.12.2022 | 1.28% | 0.74 | 0.75 | 600'000 | 150'000 | 600'000 | 150'000 | 466'451 | 118'113 | 100.00% | 100.00% |
13.12.2022 | 1.28% | 0.79 | 0.80 | 600'000 | 150'000 | 600'000 | 150'000 | 467'571 | 118'393 | 97.73% | 97.73% |
12.12.2022 | 1.37% | 0.73 | 0.74 | 600'000 | 150'000 | 600'000 | 150'000 | 435'711 | 110'428 | 100.00% | 100.00% |
09.12.2022 | 1.39% | 0.74 | 0.75 | 600'000 | 200'000 | 600'000 | 200'000 | 429'632 | 145'211 | 100.00% | 100.00% |
08.12.2022 | 1.68% | 0.64 | 0.65 | 600'000 | 200'000 | 600'000 | 200'000 | 356'140 | 120'713 | 100.00% | 100.00% |
07.12.2022 | 1.90% | 0.54 | 0.55 | 600'000 | 200'000 | 600'000 | 200'000 | 312'480 | 106'160 | 100.00% | 100.00% |
06.12.2022 | 1.69% | 0.59 | 0.60 | 600'000 | 200'000 | 600'000 | 200'000 | 352'161 | 119'387 | 100.00% | 100.00% |