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 | 8.15% | 0.04 | 0.04 | 1'000'000 | 500'000 | 503'045 | 419'498 | 49'999 | 49'083 | 98.45% | 98.45% |
16.09.2021 | 6.84% | 0.17 | 0.18 | 325'000 | 325'000 | 370'963 | 370'963 | 52'408 | 56'118 | 98.49% | 98.49% |
15.09.2021 | 6.54% | 0.13 | 0.14 | 400'000 | 400'000 | 353'881 | 353'881 | 52'316 | 55'855 | 100.00% | 100.00% |
14.09.2021 | 4.85% | 0.17 | 0.18 | 325'000 | 325'000 | 260'040 | 260'040 | 52'321 | 54'921 | 100.00% | 100.00% |
13.09.2021 | 4.13% | 0.23 | 0.24 | 225'000 | 225'000 | 221'132 | 221'390 | 52'489 | 54'765 | 100.00% | 100.00% |
10.09.2021 | 4.40% | 0.21 | 0.22 | 250'000 | 250'000 | 241'389 | 241'389 | 53'647 | 56'061 | 100.00% | 100.00% |
09.09.2021 | 4.48% | 0.23 | 0.24 | 225'000 | 225'000 | 241'619 | 241'619 | 52'711 | 55'127 | 100.00% | 100.00% |
08.09.2021 | 3.84% | 0.25 | 0.26 | 200'000 | 200'000 | 204'163 | 204'163 | 52'149 | 54'190 | 100.00% | 100.00% |
07.09.2021 | 3.27% | 0.27 | 0.28 | 200'000 | 200'000 | 180'427 | 180'427 | 54'281 | 56'085 | 100.00% | 100.00% |