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 | 5.57% | 0.19 | 0.20 | 600'000 | 100'000 | 600'000 | 100'000 | 104'908 | 18'485 | 100.00% | 100.00% |
16.12.2021 | 9.68% | 0.14 | 0.15 | 750'000 | 100'000 | 792'434 | 100'000 | 79'275 | 11'095 | 99.67% | 99.67% |
15.12.2021 | 12.06% | 0.08 | 0.09 | 900'000 | 100'000 | 899'433 | 136'149 | 70'807 | 12'512 | 100.00% | 100.00% |
14.12.2021 | 10.93% | 0.08 | 0.09 | 900'000 | 300'000 | 920'249 | 320'333 | 80'607 | 31'087 | 100.00% | 100.00% |
13.12.2021 | 13.53% | 0.07 | 0.08 | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 69'088 | 31'635 | 100.00% | 100.00% |
10.12.2021 | 14.57% | 0.07 | 0.08 | 1'000'000 | 400'000 | 1'000'000 | 446'934 | 64'276 | 32'926 | 99.99% | 99.99% |
09.12.2021 | 12.97% | 0.07 | 0.08 | 1'000'000 | 400'000 | 1'000'000 | 400'097 | 72'342 | 32'944 | 100.00% | 100.00% |
08.12.2021 | 11.54% | 0.06 | 0.07 | 1'000'000 | 500'000 | 1'000'000 | 404'422 | 82'595 | 37'359 | 100.00% | 100.00% |
07.12.2021 | 9.07% | 0.10 | 0.11 | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 105'622 | 46'249 | 100.00% | 100.00% |