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 | 10.66% | 0.10 | 0.11 | 500'000 | 500'000 | 575'460 | 333'649 | 51'096 | 33'414 | 98.40% | 98.40% |
16.09.2021 | 11.92% | 0.09 | 0.10 | 600'000 | 300'000 | 641'335 | 330'414 | 50'579 | 29'348 | 98.74% | 98.74% |
15.09.2021 | 11.60% | 0.08 | 0.09 | 675'000 | 350'000 | 626'787 | 360'024 | 50'877 | 33'450 | 100.00% | 100.00% |
14.09.2021 | 11.42% | 0.09 | 0.10 | 575'000 | 300'000 | 612'087 | 315'815 | 50'569 | 29'248 | 100.00% | 100.00% |
13.09.2021 | 12.33% | 0.08 | 0.09 | 675'000 | 350'000 | 666'109 | 345'469 | 50'690 | 29'745 | 100.00% | 100.00% |
10.09.2021 | 10.48% | 0.08 | 0.09 | 600'000 | 300'000 | 566'372 | 343'782 | 51'210 | 35'014 | 100.00% | 100.00% |
09.09.2021 | 11.12% | 0.09 | 0.10 | 575'000 | 300'000 | 600'112 | 303'310 | 50'987 | 28'803 | 100.00% | 100.00% |
08.09.2021 | 9.52% | 0.10 | 0.11 | 500'000 | 500'000 | 499'868 | 499'868 | 49'987 | 54'986 | 100.00% | 100.00% |
07.09.2021 | 9.31% | 0.11 | 0.12 | 475'000 | 475'000 | 493'187 | 493'264 | 50'562 | 55'503 | 100.00% | 100.00% |