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 | 0.70% | 7.01 | 7.06 | 300'000 | 25'000 | 300'000 | 25'000 | 2'122'340 | 178'112 | 100.00% | 100.00% |
16.12.2021 | 0.41% | 7.09 | 7.12 | 300'000 | 25'000 | 300'000 | 25'000 | 2'194'800 | 183'650 | 100.00% | 100.00% |
15.12.2021 | 0.26% | 7.68 | 7.71 | 300'000 | 25'000 | 300'000 | 96'923 | 2'296'220 | 743'702 | 100.00% | 100.00% |
14.12.2021 | 0.25% | 7.58 | 7.60 | 300'000 | 100'000 | 300'000 | 100'000 | 2'393'810 | 799'936 | 100.00% | 100.00% |
13.12.2021 | 0.24% | 8.15 | 8.17 | 300'000 | 100'000 | 354'650 | 118'217 | 2'934'210 | 980'434 | 100.00% | 100.00% |
10.12.2021 | 0.24% | 8.33 | 8.35 | 600'000 | 200'000 | 600'000 | 200'000 | 4'937'400 | 1'649'800 | 99.98% | 99.98% |
09.12.2021 | 0.24% | 8.28 | 8.30 | 600'000 | 200'000 | 600'000 | 200'000 | 5'001'490 | 1'671'160 | 100.00% | 100.00% |
08.12.2021 | 0.24% | 8.27 | 8.29 | 600'000 | 200'000 | 600'000 | 200'000 | 4'956'100 | 1'656'030 | 100.00% | 100.00% |
07.12.2021 | 0.25% | 8.23 | 8.25 | 600'000 | 200'000 | 600'000 | 200'000 | 4'853'190 | 1'621'730 | 100.00% | 100.00% |