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 | 0.62% | 1.60 | 1.61 | 100'000 | 100'000 | 100'000 | 100'000 | 160'453 | 161'453 | 79.74% | 79.74% |
16.12.2021 | 0.55% | 1.71 | 1.72 | 100'000 | 100'000 | 103'922 | 103'922 | 187'024 | 188'064 | 100.00% | 100.00% |
15.12.2021 | 0.63% | 1.57 | 1.58 | 125'000 | 125'000 | 125'000 | 125'000 | 197'189 | 198'439 | 100.00% | 100.00% |
14.12.2021 | 0.60% | 1.54 | 1.55 | 125'000 | 125'000 | 125'000 | 125'000 | 209'270 | 210'520 | 100.00% | 100.00% |
13.12.2021 | 0.55% | 1.69 | 1.70 | 125'000 | 125'000 | 125'000 | 125'000 | 227'782 | 229'032 | 100.00% | 100.00% |
10.12.2021 | 0.58% | 1.69 | 1.70 | 125'000 | 125'000 | 125'000 | 125'000 | 214'100 | 215'350 | 100.00% | 100.00% |
09.12.2021 | 0.57% | 1.73 | 1.74 | 125'000 | 125'000 | 125'000 | 125'000 | 218'450 | 219'700 | 100.00% | 100.00% |
08.12.2021 | 0.54% | 1.80 | 1.81 | 125'000 | 125'000 | 125'000 | 125'000 | 228'836 | 230'086 | 100.00% | 100.00% |
07.12.2021 | 0.56% | 1.89 | 1.90 | 125'000 | 125'000 | 125'000 | 125'000 | 223'732 | 224'982 | 100.00% | 100.00% |