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 | - | - |
09.12.2022 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
08.12.2022 | 71.63% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 12'213 | 23'568 | 100.00% | 100.00% |
07.12.2022 | 15.83% | 0.07 | 0.08 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 62'099 | 72'099 | 98.93% | 98.93% |
06.12.2022 | 5.93% | 0.11 | 0.12 | 780'000 | 780'000 | 780'000 | 780'000 | 134'159 | 141'959 | 98.49% | 98.49% |
05.12.2022 | 4.02% | 0.25 | 0.26 | 720'000 | 720'000 | 720'000 | 720'000 | 177'160 | 184'360 | 97.90% | 97.90% |
02.12.2022 | 2.68% | 0.35 | 0.36 | 800'000 | 800'000 | 800'000 | 800'000 | 298'516 | 306'516 | 95.59% | 95.59% |
01.12.2022 | 2.70% | 0.35 | 0.36 | 740'000 | 740'000 | 740'000 | 740'000 | 272'445 | 279'845 | 95.44% | 95.44% |
30.11.2022 | 3.19% | 0.29 | 0.30 | 960'000 | 960'000 | 960'000 | 960'000 | 297'773 | 307'373 | 99.14% | 99.14% |
29.11.2022 | 3.23% | 0.28 | 0.28 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 306'122 | 316'122 | 98.68% | 98.68% |