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 | 0.94% | 4.16 | 4.20 | 450'000 | 100'000 | 450'000 | 100'000 | 1'903'590 | 427'021 | 100.00% | 100.00% |
16.12.2021 | 0.47% | 4.32 | 4.34 | 450'000 | 100'000 | 450'000 | 100'000 | 1'928'090 | 430'464 | 100.00% | 100.00% |
15.12.2021 | 0.50% | 4.05 | 4.07 | 450'000 | 100'000 | 450'000 | 147'312 | 1'809'330 | 595'200 | 100.00% | 100.00% |
14.12.2021 | 0.49% | 3.87 | 3.89 | 450'000 | 150'000 | 450'000 | 150'000 | 1'834'660 | 614'553 | 100.00% | 100.00% |
13.12.2021 | 0.49% | 4.12 | 4.14 | 450'000 | 150'000 | 450'000 | 150'000 | 1'841'850 | 616'951 | 100.00% | 100.00% |
10.12.2021 | 0.51% | 3.94 | 3.96 | 450'000 | 150'000 | 450'000 | 150'000 | 1'761'950 | 590'316 | 99.98% | 99.98% |
09.12.2021 | 0.51% | 3.91 | 3.93 | 450'000 | 150'000 | 450'000 | 150'000 | 1'752'480 | 587'159 | 100.00% | 100.00% |
08.12.2021 | 0.51% | 3.85 | 3.87 | 450'000 | 150'000 | 450'000 | 150'000 | 1'765'340 | 591'448 | 100.00% | 100.00% |
07.12.2021 | 0.53% | 3.83 | 3.85 | 450'000 | 150'000 | 450'000 | 150'000 | 1'699'380 | 569'460 | 100.00% | 100.00% |