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 | 0.43% | 2.21 | 2.22 | 125'000 | 125'000 | 125'000 | 125'000 | 288'966 | 290'216 | 45.27% | 45.27% |
16.12.2021 | 0.41% | 2.46 | 2.47 | 125'000 | 125'000 | 124'998 | 125'000 | 303'709 | 304'963 | 48.15% | 48.15% |
15.12.2021 | 0.44% | 2.30 | 2.31 | 125'000 | 125'000 | 125'000 | 125'000 | 284'402 | 285'652 | 67.36% | 67.36% |
14.12.2021 | 0.42% | 2.20 | 2.21 | 125'000 | 125'000 | 125'000 | 125'000 | 293'681 | 294'931 | 97.25% | 97.25% |
13.12.2021 | 0.42% | 2.32 | 2.33 | 125'000 | 125'000 | 129'334 | 129'334 | 304'899 | 306'193 | 98.74% | 98.74% |
10.12.2021 | 0.42% | 2.36 | 2.37 | 150'000 | 150'000 | 149'492 | 149'492 | 352'376 | 353'871 | 98.97% | 98.97% |
09.12.2021 | 0.43% | 2.34 | 2.35 | 150'000 | 150'000 | 150'000 | 150'000 | 351'370 | 352'870 | 99.40% | 99.40% |
08.12.2021 | 0.43% | 2.29 | 2.30 | 150'000 | 150'000 | 150'000 | 150'000 | 351'706 | 353'206 | 97.39% | 97.39% |
07.12.2021 | 0.44% | 2.31 | 2.32 | 150'000 | 150'000 | 126'935 | 126'935 | 287'176 | 288'445 | 98.65% | 98.65% |