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 | - | - | 0.01 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
16.12.2021 | 66.67% | 0.01 | 0.02 | 300'000 | 100'000 | 300'000 | 100'000 | 3'000 | 2'000 | 88.93% | 88.93% |
15.12.2021 | - | - | 0.01 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 96.23% |
14.12.2021 | - | - | 0.01 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
13.12.2021 | 66.67% | 0.01 | 0.01 | 300'000 | 100'000 | 300'000 | 100'000 | 3'000 | 2'000 | 49.23% | 100.00% |
10.12.2021 | 46.14% | 0.01 | 0.02 | 300'000 | 100'000 | 298'533 | 99'707 | 5'317 | 2'774 | 100.00% | 100.00% |
09.12.2021 | 33.82% | 0.02 | 0.03 | 300'000 | 100'000 | 300'000 | 100'000 | 7'621 | 3'540 | 100.00% | 100.00% |
08.12.2021 | 27.87% | 0.03 | 0.04 | 300'000 | 100'000 | 300'000 | 100'000 | 9'576 | 4'192 | 100.00% | 100.00% |
07.12.2021 | 17.20% | 0.04 | 0.05 | 300'000 | 100'000 | 300'000 | 100'000 | 16'122 | 6'374 | 97.22% | 97.22% |