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 | 7.14% | 0.17 | 0.18 | 1'000'000 | 50'000 | 1'000'000 | 50'000 | 138'226 | 7'411 | 99.99% | 99.99% |
16.03.2023 | 4.64% | 0.15 | 0.16 | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 214'208 | 44'842 | 97.75% | 97.75% |
15.03.2023 | 4.22% | 0.25 | 0.26 | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 249'920 | 51'984 | 99.98% | 99.98% |
14.03.2023 | 7.65% | 0.10 | 0.11 | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 130'856 | 28'171 | 99.85% | 99.85% |
13.03.2023 | 7.19% | 0.13 | 0.14 | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 147'898 | 31'580 | 99.99% | 99.99% |
10.03.2023 | 15.65% | 0.07 | 0.08 | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 59'932 | 13'986 | 96.17% | 96.17% |
09.03.2023 | 63.85% | 0.01 | 0.02 | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 11'058 | 4'212 | 98.76% | 98.76% |
08.03.2023 | 58.71% | 0.01 | 0.02 | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 12'985 | 4'597 | 100.00% | 100.00% |
07.03.2023 | 66.67% | 0.01 | 0.02 | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 10'000 | 4'000 | 100.00% | 100.00% |