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 | 3.27% | 0.34 | 0.35 | 150'000 | 150'000 | 178'799 | 179'046 | 53'782 | 55'642 | 95.88% | 95.88% |
16.09.2021 | 4.63% | 0.24 | 0.25 | 200'000 | 200'000 | 246'446 | 246'251 | 52'084 | 54'495 | 98.03% | 98.03% |
15.09.2021 | 5.54% | 0.17 | 0.18 | 325'000 | 325'000 | 300'634 | 298'702 | 52'790 | 55'488 | 95.78% | 95.78% |
14.09.2021 | 6.63% | 0.18 | 0.19 | 300'000 | 300'000 | 412'159 | 366'101 | 52'018 | 51'493 | 100.00% | 100.00% |
13.09.2021 | 6.53% | 0.11 | 0.12 | 550'000 | 550'000 | 621'560 | 367'597 | 51'200 | 33'270 | 100.00% | 100.00% |
10.09.2021 | 7.67% | 0.12 | 0.13 | 400'000 | 400'000 | 480'371 | 423'948 | 51'504 | 50'886 | 100.00% | 100.00% |
09.09.2021 | 8.89% | 0.08 | 0.08 | 725'000 | 375'000 | 911'456 | 411'359 | 49'420 | 24'900 | 100.00% | 100.00% |
08.09.2021 | 8.58% | 0.06 | 0.06 | 1'000'000 | 500'000 | 901'790 | 450'637 | 50'417 | 27'497 | 100.00% | 100.00% |
07.09.2021 | 7.41% | 0.07 | 0.07 | 775'000 | 400'000 | 777'310 | 399'855 | 50'515 | 27'991 | 100.00% | 100.00% |