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 | 13.98% | 0.04 | 0.05 | 300'000 | 75'000 | 304'826 | 75'000 | 20'948 | 5'929 | 100.00% | 100.00% |
15.12.2022 | 4.99% | 0.10 | 0.11 | 300'000 | 100'000 | 310'557 | 103'519 | 67'663 | 23'590 | 99.20% | 99.20% |
14.12.2022 | 3.07% | 0.32 | 0.33 | 300'000 | 100'000 | 300'000 | 100'000 | 96'300 | 33'100 | 100.00% | 100.00% |
13.12.2022 | 3.09% | 0.30 | 0.31 | 300'000 | 100'000 | 300'000 | 100'000 | 96'642 | 33'214 | 98.84% | 98.84% |
12.12.2022 | 3.51% | 0.28 | 0.29 | 300'000 | 100'000 | 300'000 | 100'000 | 84'244 | 29'081 | 100.00% | 100.00% |
09.12.2022 | 2.79% | 0.36 | 0.37 | 300'000 | 100'000 | 300'000 | 100'000 | 106'537 | 36'512 | 100.00% | 100.00% |
08.12.2022 | 2.66% | 0.31 | 0.32 | 300'000 | 100'000 | 300'000 | 100'000 | 111'859 | 38'286 | 100.00% | 100.00% |
07.12.2022 | 2.07% | 0.47 | 0.48 | 300'000 | 100'000 | 300'000 | 100'000 | 143'638 | 48'879 | 99.84% | 99.84% |
06.12.2022 | 1.69% | 0.55 | 0.56 | 300'000 | 100'000 | 300'000 | 100'000 | 175'892 | 59'631 | 100.00% | 100.00% |