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 | 0.82% | 6.01 | 6.06 | 300'000 | 25'000 | 300'000 | 25'000 | 1'822'340 | 153'112 | 100.00% | 100.00% |
16.12.2021 | 0.47% | 6.09 | 6.12 | 300'000 | 25'000 | 300'000 | 25'000 | 1'894'800 | 158'650 | 100.00% | 100.00% |
15.12.2021 | 0.30% | 6.68 | 6.71 | 300'000 | 25'000 | 300'000 | 96'933 | 1'996'220 | 646'852 | 100.00% | 100.00% |
14.12.2021 | 0.29% | 6.58 | 6.60 | 300'000 | 100'000 | 300'000 | 100'000 | 2'093'810 | 699'936 | 100.00% | 100.00% |
13.12.2021 | 0.27% | 7.15 | 7.17 | 300'000 | 100'000 | 354'649 | 118'217 | 2'579'560 | 862'217 | 100.00% | 100.00% |
10.12.2021 | 0.28% | 7.33 | 7.35 | 600'000 | 200'000 | 600'000 | 200'000 | 4'337'400 | 1'449'800 | 99.99% | 99.99% |
09.12.2021 | 0.27% | 7.28 | 7.30 | 600'000 | 200'000 | 600'000 | 200'000 | 4'401'490 | 1'471'160 | 100.00% | 100.00% |
08.12.2021 | 0.28% | 7.27 | 7.29 | 600'000 | 200'000 | 600'000 | 200'000 | 4'356'100 | 1'456'030 | 100.00% | 100.00% |
07.12.2021 | 0.28% | 7.23 | 7.25 | 600'000 | 200'000 | 600'000 | 200'000 | 4'251'680 | 1'421'230 | 100.00% | 100.00% |