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 | - | - |
22.08.2022 | 12.40% | 0.06 | 0.08 | 500'000 | 200'000 | 500'000 | 200'000 | 37'984 | 17'194 | 2.85% | 2.88% |
19.08.2022 | 7.70% | 0.09 | 0.10 | 500'000 | 200'000 | 403'965 | 200'000 | 50'466 | 27'229 | 100.00% | 100.00% |
18.08.2022 | 6.18% | 0.15 | 0.16 | 340'000 | 200'000 | 325'835 | 200'000 | 51'132 | 33'417 | 97.56% | 97.56% |
17.08.2022 | 5.34% | 0.15 | 0.16 | 340'000 | 200'000 | 279'027 | 200'000 | 50'763 | 39'173 | 100.00% | 100.00% |
16.08.2022 | 4.32% | 0.21 | 0.22 | 240'000 | 200'000 | 223'161 | 200'000 | 50'527 | 47'368 | 100.00% | 100.00% |
15.08.2022 | 4.41% | 0.22 | 0.23 | 230'000 | 200'000 | 228'083 | 200'000 | 50'578 | 46'383 | 99.66% | 99.66% |
12.08.2022 | 4.29% | 0.24 | 0.25 | 210'000 | 200'000 | 221'834 | 200'000 | 50'564 | 47'633 | 99.91% | 99.91% |
11.08.2022 | 4.73% | 0.21 | 0.22 | 240'000 | 200'000 | 243'346 | 200'000 | 50'231 | 43'331 | 99.23% | 99.23% |
10.08.2022 | 6.58% | 0.19 | 0.20 | 270'000 | 200'000 | 344'865 | 200'000 | 50'682 | 31'803 | 98.11% | 98.11% |