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 | 22.36% | 0.06 | 0.07 | 300'000 | 100'000 | 428'872 | 142'957 | 17'308 | 7'199 | 100.00% | 100.00% |
15.12.2022 | 31.00% | 0.06 | 0.07 | 450'000 | 150'000 | 705'746 | 235'249 | 21'202 | 9'420 | 99.20% | 99.20% |
14.12.2022 | 28.34% | 0.03 | 0.04 | 750'000 | 250'000 | 750'000 | 250'000 | 22'771 | 10'090 | 100.00% | 100.00% |
13.12.2022 | 20.63% | 0.04 | 0.05 | 750'000 | 250'000 | 750'000 | 250'000 | 33'676 | 13'725 | 98.85% | 98.85% |
12.12.2022 | 17.06% | 0.05 | 0.06 | 750'000 | 250'000 | 750'000 | 250'000 | 40'525 | 16'008 | 100.00% | 100.00% |
09.12.2022 | 16.86% | 0.05 | 0.06 | 750'000 | 250'000 | 750'000 | 250'000 | 41'430 | 16'310 | 100.00% | 100.00% |
08.12.2022 | 15.33% | 0.07 | 0.08 | 750'000 | 250'000 | 750'000 | 250'000 | 45'516 | 17'672 | 100.00% | 100.00% |
07.12.2022 | 21.61% | 0.04 | 0.05 | 750'000 | 250'000 | 750'000 | 250'000 | 31'223 | 12'908 | 99.84% | 99.84% |
06.12.2022 | 28.48% | 0.03 | 0.04 | 750'000 | 250'000 | 750'000 | 250'000 | 22'607 | 10'036 | 100.00% | 100.00% |