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 | - | - |
16.12.2021 | - | 0.02 | - | 100'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 43.35% |
15.12.2021 | 49.28% | 0.03 | 0.04 | 500'000 | 500'000 | 135'159 | 135'159 | 3'985 | 6'249 | 85.02% | 99.64% |
14.12.2021 | 57.47% | 0.03 | 0.04 | 500'000 | 500'000 | 188'614 | 188'614 | 4'926 | 7'590 | 99.68% | 99.68% |
13.12.2021 | 57.92% | 0.03 | 0.04 | 500'000 | 500'000 | 191'857 | 191'857 | 4'985 | 7'674 | 96.16% | 96.16% |
10.12.2021 | 57.33% | 0.03 | 0.04 | 500'000 | 500'000 | 198'003 | 198'003 | 5'185 | 7'920 | 90.13% | 90.13% |
09.12.2021 | 58.24% | 0.03 | 0.04 | 500'000 | 500'000 | 188'659 | 188'659 | 4'876 | 7'541 | 99.63% | 99.63% |
08.12.2021 | 60.59% | 0.02 | 0.03 | 500'000 | 500'000 | 188'625 | 188'625 | 3'846 | 6'511 | 99.67% | 99.67% |
07.12.2021 | 84.63% | 0.02 | 0.03 | 500'000 | 500'000 | 202'525 | 202'525 | 3'304 | 6'073 | 86.16% | 86.16% |
06.12.2021 | 45.25% | 0.03 | 0.04 | 500'000 | 500'000 | 188'686 | 188'686 | 5'661 | 8'326 | 99.60% | 99.60% |