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 | 66.67% | 0.01 | 0.02 | 1'000'000 | 250'000 | 999'681 | 250'000 | 9'997 | 5'000 | 100.00% | 100.00% |
16.12.2021 | 66.67% | 0.01 | 0.02 | 1'000'000 | 250'000 | 999'890 | 250'000 | 9'999 | 5'000 | 100.00% | 100.00% |
15.12.2021 | 66.67% | 0.01 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 | 5'000 | 99.70% | 99.70% |
14.12.2021 | 66.67% | 0.01 | 0.02 | 1'000'000 | 250'000 | 999'959 | 250'000 | 10'000 | 5'000 | 85.71% | 85.71% |
13.12.2021 | 66.67% | 0.01 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 | 5'000 | 99.93% | 99.93% |
10.12.2021 | 66.67% | 0.01 | 0.02 | 1'000'000 | 250'000 | 997'958 | 250'000 | 9'980 | 5'000 | 99.96% | 99.96% |
09.12.2021 | 50.14% | 0.01 | 0.02 | 250'000 | 250'000 | 926'399 | 250'000 | 13'870 | 6'240 | 77.95% | 77.95% |
08.12.2021 | 50.04% | 0.02 | 0.03 | 1'000'000 | 250'000 | 977'145 | 250'000 | 14'652 | 6'248 | 92.39% | 92.39% |
07.12.2021 | 46.06% | 0.02 | 0.03 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 16'968 | 6'742 | 99.94% | 99.94% |