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 | 999'500 | 250'000 | 1'000 | 2'500 | 100.00% | 100.00% |
16.12.2021 | 163.64% | 0.00 | 0.01 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 1'000 | 2'500 | 100.00% | 100.00% |
15.12.2021 | 147.95% | 0.00 | 0.01 | 1'000'000 | 250'000 | 990'278 | 250'000 | 1'948 | 2'910 | 32.30% | 32.30% |
14.12.2021 | 50.11% | 0.01 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 14'967 | 6'242 | 50.79% | 50.79% |
13.12.2021 | 47.24% | 0.01 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 16'379 | 6'595 | 89.70% | 89.70% |
10.12.2021 | 49.40% | 0.02 | 0.03 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'300 | 6'325 | 100.00% | 100.00% |
09.12.2021 | 30.88% | 0.03 | 0.04 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 27'582 | 9'395 | 100.00% | 100.00% |
08.12.2021 | 40.70% | 0.02 | 0.03 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 19'950 | 7'488 | 100.00% | 100.00% |
07.12.2021 | 37.86% | 0.03 | 0.04 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 21'602 | 7'900 | 99.98% | 99.98% |