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 | - | - |
23.12.2021 | 175.00% | 0.00 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 253'918 | 1'000 | 3'809 | 100.00% | 100.00% |
22.12.2021 | 16.79% | 0.03 | 0.04 | 1'000'000 | 500'000 | 887'683 | 423'389 | 48'952 | 27'860 | 100.00% | 100.00% |
21.12.2021 | 18.21% | 0.08 | 0.09 | 725'000 | 375'000 | 959'995 | 378'240 | 48'373 | 23'410 | 100.00% | 100.00% |
20.12.2021 | 17.00% | 0.06 | 0.07 | 850'000 | 425'000 | 933'106 | 457'268 | 50'337 | 29'374 | 98.22% | 98.22% |
17.12.2021 | 19.12% | 0.06 | 0.07 | 1'000'000 | 500'000 | 996'165 | 392'989 | 47'428 | 23'013 | 100.00% | 100.00% |
16.12.2021 | 9.48% | 0.08 | 0.09 | 625'000 | 325'000 | 504'950 | 446'425 | 50'844 | 50'628 | 100.00% | 100.00% |
15.12.2021 | 5.49% | 0.18 | 0.19 | 275'000 | 275'000 | 297'663 | 297'663 | 52'813 | 55'789 | 100.00% | 100.00% |
14.12.2021 | 6.99% | 0.15 | 0.16 | 325'000 | 325'000 | 377'447 | 377'446 | 52'162 | 55'936 | 100.00% | 100.00% |
13.12.2021 | 7.79% | 0.12 | 0.13 | 425'000 | 425'000 | 416'601 | 416'604 | 51'428 | 55'594 | 100.00% | 100.00% |