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 | - | - |
22.09.2022 | 15.72% | 0.08 | 0.13 | 278'208 | 100'000 | 272'049 | 100'000 | 31'985 | 13'759 | 9.27% | 29.52% |
21.09.2022 | 13.33% | 0.15 | 0.17 | 263'310 | 100'000 | 265'204 | 100'000 | 37'250 | 16'048 | 99.21% | 99.21% |
20.09.2022 | 10.81% | 0.16 | 0.18 | 261'889 | 100'000 | 260'665 | 100'000 | 45'688 | 19'529 | 100.00% | 100.00% |
19.09.2022 | 12.98% | 0.18 | 0.20 | 259'487 | 100'000 | 264'953 | 100'000 | 38'942 | 16'723 | 98.75% | 100.00% |
16.09.2022 | 9.56% | 0.18 | 0.20 | 257'755 | 100'000 | 241'858 | 100'000 | 48'491 | 22'191 | 66.25% | 66.25% |
15.09.2022 | 6.66% | 0.26 | 0.28 | 200'000 | 100'000 | 177'400 | 100'000 | 51'518 | 31'096 | 97.77% | 97.77% |
14.09.2022 | 6.11% | 0.32 | 0.34 | 160'000 | 100'000 | 162'651 | 100'000 | 51'644 | 33'765 | 100.00% | 100.00% |
13.09.2022 | 7.17% | 0.32 | 0.34 | 160'000 | 100'000 | 86'184 | 66'670 | 29'573 | 24'898 | 98.40% | 98.40% |
12.09.2022 | 7.96% | 0.36 | 0.39 | 50'000 | 50'000 | 50'000 | 50'000 | 18'103 | 19'603 | 100.00% | 100.00% |