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 | - | - |
21.10.2022 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 99.70% |
20.10.2022 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 99.42% |
19.10.2022 | 104.40% | 0.00 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 6'461 | 20'001 | 78.28% | 99.95% |
18.10.2022 | 73.73% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 9'719 | 20'739 | 99.48% | 99.48% |
17.10.2022 | 22.10% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 46'946 | 56'946 | 100.00% | 100.00% |
14.10.2022 | 9.24% | 0.11 | 0.12 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 107'353 | 117'353 | 98.92% | 98.92% |
13.10.2022 | 3.64% | 0.21 | 0.22 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 277'520 | 287'520 | 93.69% | 93.69% |
12.10.2022 | 3.26% | 0.31 | 0.32 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 304'629 | 314'629 | 99.33% | 99.33% |
11.10.2022 | 2.87% | 0.32 | 0.33 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 345'276 | 355'276 | 98.38% | 98.38% |