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 | - | - |
17.09.2021 | 175.00% | 0.00 | 0.02 | 1'000'000 | 250'000 | 973'093 | 250'000 | 973 | 3'750 | 95.30% | 95.30% |
16.09.2021 | 175.00% | 0.00 | 0.02 | 1'000'000 | 250'000 | 984'026 | 250'000 | 984 | 3'750 | 98.39% | 98.50% |
15.09.2021 | 175.00% | 0.00 | 0.02 | 1'000'000 | 250'000 | 998'738 | 250'000 | 999 | 3'750 | 100.00% | 100.00% |
14.09.2021 | 137.58% | 0.00 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 249'572 | 4'578 | 4'062 | 100.00% | 100.00% |
13.09.2021 | 65.39% | 0.02 | 0.02 | 1'000'000 | 250'000 | 999'146 | 250'000 | 11'467 | 4'686 | 99.75% | 100.00% |
10.09.2021 | 38.78% | 0.00 | 0.02 | 1'000'000 | 150'000 | 1'000'000 | 249'540 | 18'090 | 6'005 | 99.23% | 100.00% |
09.09.2021 | 27.52% | 0.03 | 0.03 | 1'000'000 | 250'000 | 999'353 | 250'000 | 15'858 | 5'217 | 100.00% | 100.00% |
08.09.2021 | 22.80% | 0.02 | 0.02 | 1'000'000 | 150'000 | 997'631 | 248'747 | 19'696 | 6'161 | 94.45% | 95.03% |
07.09.2021 | 17.98% | 0.03 | 0.03 | 1'000'000 | 250'000 | 1'000'000 | 249'758 | 25'360 | 7'583 | 94.38% | 94.38% |