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 | 0.70% | 1.44 | 1.45 | 80'000 | 80'000 | 80'000 | 80'000 | 114'060 | 114'860 | 94.85% | 94.85% |
16.12.2021 | 0.69% | 1.43 | 1.44 | 80'000 | 80'000 | 80'000 | 80'000 | 115'104 | 115'904 | 96.73% | 96.73% |
15.12.2021 | 0.74% | 1.37 | 1.38 | 80'000 | 80'000 | 80'000 | 80'000 | 107'130 | 107'930 | 99.31% | 99.31% |
14.12.2021 | 0.75% | 1.29 | 1.30 | 80'000 | 80'000 | 80'000 | 80'000 | 105'645 | 106'445 | 98.32% | 98.32% |
13.12.2021 | 0.74% | 1.31 | 1.32 | 80'000 | 80'000 | 80'000 | 80'000 | 107'234 | 108'034 | 99.02% | 99.02% |
10.12.2021 | 0.73% | 1.34 | 1.35 | 80'000 | 80'000 | 80'000 | 80'000 | 109'412 | 110'212 | 98.70% | 98.70% |
09.12.2021 | 0.73% | 1.36 | 1.37 | 80'000 | 80'000 | 80'000 | 80'000 | 109'805 | 110'605 | 98.37% | 98.37% |
08.12.2021 | 0.69% | 1.44 | 1.45 | 80'000 | 80'000 | 80'000 | 80'000 | 115'814 | 116'614 | 98.23% | 98.23% |
07.12.2021 | 0.67% | 1.48 | 1.49 | 80'000 | 80'000 | 80'000 | 80'000 | 118'891 | 119'691 | 97.81% | 97.81% |