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 | - | - |
29.10.2021 | 4.53% | 0.20 | 0.21 | 250'000 | 250'000 | 245'153 | 245'153 | 52'855 | 55'306 | 63.97% | 63.97% |
28.10.2021 | 3.91% | 0.25 | 0.26 | 200'000 | 200'000 | 206'806 | 206'806 | 51'786 | 53'854 | 100.00% | 100.00% |
27.10.2021 | 3.90% | 0.24 | 0.25 | 200'000 | 200'000 | 204'164 | 204'164 | 51'386 | 53'428 | 100.00% | 100.00% |
26.10.2021 | 3.48% | 0.26 | 0.27 | 200'000 | 200'000 | 191'681 | 191'681 | 54'115 | 56'032 | 100.00% | 100.00% |
25.10.2021 | 3.59% | 0.27 | 0.28 | 200'000 | 200'000 | 196'574 | 196'574 | 53'825 | 55'791 | 100.00% | 100.00% |
22.10.2021 | 3.67% | 0.27 | 0.28 | 200'000 | 200'000 | 199'782 | 199'782 | 53'501 | 55'499 | 100.00% | 100.00% |
21.10.2021 | 3.34% | 0.29 | 0.30 | 175'000 | 175'000 | 178'384 | 178'380 | 52'592 | 54'374 | 100.00% | 100.00% |
20.10.2021 | 2.92% | 0.31 | 0.32 | 175'000 | 175'000 | 157'972 | 157'972 | 53'213 | 54'793 | 100.00% | 100.00% |
19.10.2021 | 3.07% | 0.33 | 0.34 | 175'000 | 175'000 | 175'000 | 175'000 | 56'141 | 57'891 | 100.00% | 100.00% |