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 | 15.23% | 0.05 | 0.06 | 120'000 | 120'000 | 120'000 | 120'000 | 7'624 | 8'824 | 99.69% | 99.69% |
16.12.2021 | 3.68% | 0.14 | 0.15 | 270'000 | 270'000 | 122'269 | 122'269 | 30'870 | 32'092 | 93.86% | 93.86% |
15.12.2021 | 9.10% | 0.07 | 0.08 | 380'000 | 380'000 | 183'973 | 183'973 | 18'469 | 20'309 | 98.63% | 98.63% |
14.12.2021 | 8.22% | 0.09 | 0.10 | 370'000 | 370'000 | 175'675 | 175'675 | 20'079 | 21'835 | 99.08% | 99.08% |
13.12.2021 | 3.93% | 0.16 | 0.17 | 300'000 | 300'000 | 139'464 | 139'464 | 32'846 | 34'241 | 97.31% | 97.31% |
10.12.2021 | 2.97% | 0.21 | 0.22 | 290'000 | 290'000 | 127'463 | 127'463 | 40'778 | 42'053 | 89.58% | 89.58% |
09.12.2021 | 2.56% | 0.38 | 0.39 | 270'000 | 270'000 | 128'023 | 128'023 | 49'257 | 50'537 | 94.44% | 94.44% |
08.12.2021 | 2.29% | 0.37 | 0.38 | 280'000 | 280'000 | 129'232 | 129'232 | 54'722 | 56'015 | 92.02% | 92.02% |
07.12.2021 | 2.55% | 0.43 | 0.44 | 340'000 | 340'000 | 163'125 | 163'125 | 63'368 | 64'999 | 95.79% | 95.79% |