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 | 2.06% | 0.68 | 0.70 | 450'000 | 50'000 | 450'000 | 50'000 | 323'891 | 36'738 | 100.00% | 100.00% |
15.12.2022 | 1.65% | 0.81 | 0.83 | 450'000 | 50'000 | 450'000 | 50'000 | 407'401 | 46'017 | 99.28% | 99.28% |
14.12.2022 | 1.38% | 1.04 | 1.06 | 450'000 | 50'000 | 450'000 | 50'000 | 485'205 | 54'662 | 100.00% | 100.00% |
13.12.2022 | 0.96% | 1.13 | 1.14 | 450'000 | 150'000 | 450'000 | 150'000 | 471'575 | 158'692 | 97.73% | 97.73% |
12.12.2022 | 1.18% | 0.90 | 0.91 | 450'000 | 150'000 | 450'000 | 150'000 | 380'740 | 128'413 | 100.00% | 100.00% |
09.12.2022 | 1.18% | 0.84 | 0.85 | 450'000 | 150'000 | 450'000 | 150'000 | 379'515 | 128'005 | 100.00% | 100.00% |
08.12.2022 | 1.34% | 0.79 | 0.80 | 450'000 | 150'000 | 501'557 | 150'000 | 370'231 | 112'669 | 100.00% | 100.00% |
07.12.2022 | 1.42% | 0.74 | 0.75 | 600'000 | 150'000 | 577'995 | 150'000 | 403'825 | 106'520 | 100.00% | 100.00% |
06.12.2022 | 1.28% | 0.73 | 0.74 | 600'000 | 150'000 | 495'821 | 150'000 | 384'546 | 118'479 | 100.00% | 100.00% |