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 | - | - |
17.12.2021 | 163.64% | 0.00 | 0.01 | 1'000'000 | 250'000 | 999'916 | 250'000 | 1'000 | 2'500 | 99.85% | 99.85% |
16.12.2021 | 34.61% | 0.02 | 0.03 | 1'000'000 | 250'000 | 964'833 | 283'734 | 26'696 | 11'746 | 95.81% | 95.81% |
15.12.2021 | 14.64% | 0.05 | 0.06 | 1'000'000 | 500'000 | 798'485 | 408'716 | 50'433 | 29'970 | 99.80% | 99.80% |
14.12.2021 | 5.02% | 0.12 | 0.13 | 400'000 | 400'000 | 264'999 | 264'999 | 51'726 | 54'376 | 98.35% | 98.35% |
13.12.2021 | 5.16% | 0.15 | 0.16 | 350'000 | 350'000 | 276'083 | 276'083 | 52'078 | 54'839 | 99.59% | 99.59% |
10.12.2021 | 7.79% | 0.14 | 0.15 | 350'000 | 350'000 | 418'225 | 418'353 | 51'566 | 55'768 | 100.00% | 100.00% |
09.12.2021 | 6.90% | 0.13 | 0.14 | 425'000 | 425'000 | 365'616 | 365'569 | 51'369 | 55'025 | 99.00% | 99.00% |
08.12.2021 | 3.62% | 0.26 | 0.27 | 200'000 | 200'000 | 194'278 | 194'299 | 52'774 | 54'723 | 99.41% | 99.41% |
07.12.2021 | 3.94% | 0.27 | 0.28 | 200'000 | 200'000 | 213'044 | 213'130 | 53'013 | 55'166 | 99.72% | 99.72% |