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 | - | - |
17.12.2021 | 22.09% | 0.08 | 0.10 | 500'000 | 200'000 | 500'000 | 200'000 | 40'391 | 20'156 | 97.67% | 97.67% |
16.12.2021 | 16.79% | 0.11 | 0.13 | 460'000 | 200'000 | 460'907 | 200'000 | 50'302 | 25'937 | 63.33% | 63.33% |
15.12.2021 | 14.13% | 0.05 | 0.06 | 500'000 | 200'000 | 500'000 | 200'000 | 33'697 | 15'479 | 99.95% | 99.95% |
14.12.2021 | 10.10% | 0.09 | 0.10 | 500'000 | 200'000 | 499'312 | 200'000 | 47'209 | 20'914 | 98.90% | 98.90% |
13.12.2021 | 9.21% | 0.10 | 0.11 | 500'000 | 200'000 | 438'019 | 200'000 | 50'457 | 25'712 | 94.41% | 94.41% |
10.12.2021 | 8.60% | 0.10 | 0.11 | 500'000 | 200'000 | 453'565 | 200'000 | 50'479 | 24'322 | 99.89% | 99.89% |
09.12.2021 | 7.27% | 0.13 | 0.14 | 390'000 | 200'000 | 381'703 | 200'000 | 50'553 | 28'564 | 99.70% | 99.70% |
08.12.2021 | 6.84% | 0.15 | 0.16 | 340'000 | 200'000 | 359'109 | 200'000 | 50'691 | 30'361 | 99.26% | 99.26% |
07.12.2021 | 6.59% | 0.16 | 0.17 | 320'000 | 200'000 | 346'333 | 200'000 | 50'818 | 31'471 | 99.51% | 99.51% |