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 | - | - |
17.03.2023 | 46.80% | 0.01 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 18'032 | 7'008 | 100.00% | 100.00% |
16.03.2023 | 80.04% | 0.02 | 0.03 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 8'528 | 4'632 | 100.00% | 100.00% |
15.03.2023 | 80.95% | 0.01 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 7'929 | 4'482 | 100.00% | 100.00% |
14.03.2023 | 48.09% | 0.02 | 0.03 | 1'000'000 | 250'000 | 999'965 | 250'000 | 15'955 | 6'489 | 99.81% | 99.81% |
13.03.2023 | 40.39% | 0.02 | 0.03 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'381 | 7'595 | 100.00% | 100.00% |
10.03.2023 | 21.79% | 0.04 | 0.05 | 1'000'000 | 250'000 | 991'224 | 313'411 | 41'844 | 16'817 | 98.73% | 98.73% |
09.03.2023 | 19.74% | 0.07 | 0.08 | 725'000 | 375'000 | 937'606 | 305'139 | 43'696 | 18'336 | 100.00% | 100.00% |
08.03.2023 | 53.30% | 0.06 | 0.07 | 925'000 | 475'000 | 983'703 | 282'229 | 19'395 | 9'757 | 99.76% | 99.76% |
07.03.2023 | 16.79% | 0.04 | 0.05 | 1'000'000 | 250'000 | 895'828 | 415'936 | 49'268 | 27'567 | 100.00% | 100.00% |