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 | 3.91% | 0.25 | 0.26 | 400'000 | 50'000 | 400'000 | 50'000 | 100'449 | 13'056 | 100.00% | 100.00% |
15.12.2022 | 3.38% | 0.26 | 0.27 | 400'000 | 50'000 | 400'000 | 95'499 | 116'639 | 28'930 | 99.64% | 99.64% |
14.12.2022 | 3.41% | 0.32 | 0.33 | 400'000 | 100'000 | 400'000 | 100'000 | 115'573 | 29'893 | 99.99% | 99.99% |
13.12.2022 | 3.37% | 0.28 | 0.29 | 400'000 | 100'000 | 400'000 | 100'000 | 117'282 | 30'321 | 96.26% | 96.26% |
12.12.2022 | 3.36% | 0.29 | 0.30 | 400'000 | 100'000 | 400'000 | 100'000 | 116'974 | 30'244 | 100.00% | 100.00% |
09.12.2022 | 3.32% | 0.30 | 0.31 | 400'000 | 100'000 | 400'000 | 100'000 | 118'651 | 30'663 | 98.56% | 98.56% |
08.12.2022 | 4.21% | 0.25 | 0.26 | 400'000 | 100'000 | 400'000 | 100'000 | 93'161 | 24'290 | 100.00% | 100.00% |
07.12.2022 | 4.12% | 0.24 | 0.25 | 400'000 | 100'000 | 400'000 | 100'000 | 95'198 | 24'800 | 100.00% | 100.00% |
06.12.2022 | 3.46% | 0.27 | 0.28 | 400'000 | 100'000 | 400'000 | 100'000 | 113'804 | 29'451 | 100.00% | 100.00% |