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 | 5.55% | 0.16 | 0.17 | 600'000 | 50'000 | 600'000 | 94'898 | 105'493 | 17'708 | 100.00% | 100.00% |
15.12.2022 | 3.88% | 0.17 | 0.18 | 600'000 | 200'000 | 600'000 | 200'000 | 155'532 | 53'844 | 99.64% | 99.64% |
14.12.2022 | 3.66% | 0.33 | 0.34 | 600'000 | 200'000 | 600'000 | 200'000 | 163'837 | 56'612 | 99.99% | 99.99% |
13.12.2022 | 3.97% | 0.24 | 0.25 | 600'000 | 200'000 | 600'000 | 200'000 | 149'396 | 51'799 | 97.70% | 97.70% |
12.12.2022 | 4.17% | 0.25 | 0.26 | 600'000 | 200'000 | 600'000 | 200'000 | 141'209 | 49'070 | 100.00% | 100.00% |
09.12.2022 | 3.87% | 0.24 | 0.25 | 600'000 | 200'000 | 600'000 | 200'000 | 152'024 | 52'675 | 98.64% | 98.64% |
08.12.2022 | 4.15% | 0.25 | 0.26 | 600'000 | 200'000 | 600'000 | 200'000 | 141'959 | 49'320 | 100.00% | 100.00% |
07.12.2022 | 3.49% | 0.27 | 0.28 | 600'000 | 200'000 | 600'000 | 200'000 | 169'306 | 58'435 | 100.00% | 100.00% |
06.12.2022 | 2.69% | 0.36 | 0.37 | 600'000 | 200'000 | 600'000 | 200'000 | 220'304 | 75'435 | 100.00% | 100.00% |