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 | - | - |
19.09.2022 | - | 0.02 | - | 269'396 | 0 | 0 | 0 | 0 | 0 | 0.00% | 26.30% |
16.09.2022 | 12.35% | 0.11 | 0.15 | 258'196 | 100'000 | 253'264 | 100'000 | 38'568 | 17'231 | 40.18% | 100.00% |
15.09.2022 | 8.47% | 0.21 | 0.23 | 245'750 | 100'000 | 223'388 | 100'000 | 50'516 | 24'660 | 89.09% | 89.09% |
14.09.2022 | 7.67% | 0.26 | 0.28 | 200'000 | 100'000 | 201'549 | 100'000 | 50'525 | 27'077 | 100.00% | 100.00% |
13.09.2022 | 8.72% | 0.25 | 0.27 | 200'000 | 100'000 | 99'228 | 66'670 | 27'261 | 20'491 | 98.40% | 98.40% |
12.09.2022 | 9.70% | 0.29 | 0.32 | 50'000 | 50'000 | 50'000 | 50'000 | 14'734 | 16'234 | 100.00% | 100.00% |
09.09.2022 | 11.02% | 0.26 | 0.29 | 50'000 | 50'000 | 50'000 | 50'000 | 12'869 | 14'369 | 100.00% | 100.00% |
08.09.2022 | 13.95% | 0.21 | 0.24 | 50'000 | 50'000 | 50'000 | 50'000 | 10'042 | 11'542 | 100.00% | 100.00% |
07.09.2022 | 13.86% | 0.19 | 0.22 | 50'000 | 50'000 | 50'000 | 50'000 | 10'090 | 11'590 | 100.00% | 100.00% |