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 | 166.67% | 0.00 | 0.01 | 1'000'000 | 500'000 | 999'994 | 500'000 | 1'000 | 5'500 | 100.00% | 100.00% |
16.12.2021 | 63.99% | 0.01 | 0.02 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 11'073 | 10'536 | 99.45% | 99.45% |
15.12.2021 | 124.36% | 0.00 | 0.01 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'133 | 6'567 | 99.44% | 99.44% |
14.12.2021 | 99.47% | 0.00 | 0.01 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'251 | 7'626 | 99.43% | 99.43% |
13.12.2021 | 109.15% | 0.02 | 0.03 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'948 | 7'974 | 99.38% | 99.38% |
10.12.2021 | 60.38% | 0.01 | 0.02 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 11'975 | 10'988 | 98.36% | 98.36% |
09.12.2021 | 61.11% | 0.02 | 0.03 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 11'837 | 10'919 | 99.45% | 99.45% |
08.12.2021 | 78.55% | 0.02 | 0.03 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'302 | 9'151 | 99.42% | 99.42% |
07.12.2021 | 60.02% | 0.01 | 0.02 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 11'821 | 10'911 | 99.42% | 99.42% |