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 | 163.64% | 0.00 | 0.01 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 1'000 | 2'500 | 99.35% | 99.35% |
16.12.2021 | 163.64% | 0.00 | 0.01 | 1'000'000 | 250'000 | 999'985 | 250'000 | 1'000 | 2'500 | 99.96% | 99.96% |
15.12.2021 | 97.24% | 0.01 | 0.02 | 1'000'000 | 250'000 | 999'976 | 250'000 | 5'436 | 3'859 | 90.06% | 90.06% |
14.12.2021 | 88.61% | 0.02 | 0.03 | 1'000'000 | 250'000 | 999'117 | 250'000 | 6'997 | 4'251 | 91.41% | 91.41% |
13.12.2021 | 59.21% | 0.01 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 12'710 | 5'677 | 26.37% | 26.37% |
10.12.2021 | 48.52% | 0.02 | 0.03 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'779 | 6'445 | 91.07% | 91.07% |
09.12.2021 | 39.82% | 0.02 | 0.03 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'218 | 7'554 | 100.00% | 100.00% |
08.12.2021 | 39.57% | 0.02 | 0.03 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'611 | 7'653 | 99.82% | 99.82% |
07.12.2021 | 27.31% | 0.03 | 0.04 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 31'850 | 10'463 | 99.91% | 99.91% |