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 | 175.00% | 0.00 | 0.02 | 1'000'000 | 250'000 | 998'290 | 250'000 | 998 | 3'750 | 98.45% | 98.45% |
16.09.2021 | 175.00% | 0.00 | 0.02 | 1'000'000 | 250'000 | 986'343 | 250'000 | 986 | 3'750 | 98.60% | 98.60% |
15.09.2021 | 175.00% | 0.00 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 1'000 | 3'750 | 100.00% | 100.00% |
14.09.2021 | 46.65% | 0.00 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 13'300 | 4'853 | 100.00% | 100.00% |
13.09.2021 | 14.37% | 0.02 | 0.03 | 1'000'000 | 250'000 | 998'735 | 251'476 | 33'409 | 9'664 | 99.57% | 99.57% |
10.09.2021 | 6.79% | 0.06 | 0.06 | 850'000 | 425'000 | 697'080 | 373'482 | 50'376 | 29'349 | 100.00% | 100.00% |
09.09.2021 | 7.35% | 0.11 | 0.12 | 425'000 | 425'000 | 393'644 | 393'644 | 51'658 | 55'595 | 100.00% | 100.00% |
08.09.2021 | 5.86% | 0.17 | 0.18 | 325'000 | 325'000 | 318'087 | 318'087 | 52'674 | 55'855 | 100.00% | 100.00% |
07.09.2021 | 4.84% | 0.18 | 0.19 | 275'000 | 275'000 | 258'348 | 258'348 | 52'184 | 54'768 | 100.00% | 100.00% |