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 | 13.41% | 0.06 | 0.07 | 100'000 | 100'000 | 100'000 | 100'000 | 7'018 | 8'018 | 93.45% | 93.45% |
16.12.2021 | 13.69% | 0.07 | 0.08 | 160'000 | 160'000 | 160'000 | 160'000 | 10'959 | 12'559 | 99.05% | 99.05% |
15.12.2021 | 19.80% | 0.05 | 0.06 | 160'000 | 160'000 | 160'000 | 160'000 | 7'372 | 8'972 | 100.00% | 100.00% |
14.12.2021 | 23.88% | 0.03 | 0.04 | 160'000 | 160'000 | 160'000 | 160'000 | 5'969 | 7'569 | 100.00% | 100.00% |
13.12.2021 | 21.05% | 0.03 | 0.04 | 150'000 | 150'000 | 150'000 | 150'000 | 6'563 | 8'063 | 100.00% | 100.00% |
10.12.2021 | 14.50% | 0.05 | 0.06 | 130'000 | 130'000 | 130'000 | 130'000 | 8'389 | 9'689 | 98.45% | 98.45% |
09.12.2021 | 12.32% | 0.07 | 0.08 | 120'000 | 120'000 | 120'000 | 120'000 | 9'162 | 10'362 | 98.57% | 98.57% |
08.12.2021 | 10.77% | 0.09 | 0.10 | 120'000 | 120'000 | 120'000 | 120'000 | 10'619 | 11'819 | 93.35% | 93.35% |
07.12.2021 | 8.19% | 0.11 | 0.12 | 130'000 | 130'000 | 130'000 | 130'000 | 15'325 | 16'625 | 84.40% | 84.40% |