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 | 0.67% | 1.48 | 1.49 | 80'000 | 80'000 | 80'000 | 80'000 | 119'729 | 120'529 | 98.28% | 98.28% |
16.12.2021 | 0.65% | 1.51 | 1.52 | 80'000 | 80'000 | 80'000 | 80'000 | 123'413 | 124'213 | 97.21% | 97.21% |
15.12.2021 | 0.67% | 1.47 | 1.48 | 80'000 | 80'000 | 80'000 | 80'000 | 118'772 | 119'572 | 99.50% | 99.50% |
14.12.2021 | 0.67% | 1.45 | 1.46 | 80'000 | 80'000 | 80'000 | 80'000 | 118'946 | 119'746 | 99.95% | 99.95% |
13.12.2021 | 0.63% | 1.47 | 1.48 | 80'000 | 80'000 | 80'000 | 80'000 | 127'069 | 127'869 | 99.78% | 99.78% |
10.12.2021 | 0.64% | 1.57 | 1.58 | 80'000 | 80'000 | 80'000 | 80'000 | 124'493 | 125'293 | 99.50% | 99.50% |
09.12.2021 | 0.62% | 1.59 | 1.60 | 80'000 | 80'000 | 80'000 | 80'000 | 128'390 | 129'190 | 98.89% | 98.89% |
08.12.2021 | 0.60% | 1.65 | 1.66 | 80'000 | 80'000 | 80'000 | 80'000 | 134'037 | 134'837 | 98.59% | 98.59% |
07.12.2021 | 0.56% | 1.84 | 1.85 | 80'000 | 80'000 | 80'000 | 80'000 | 142'285 | 143'085 | 99.68% | 99.68% |