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 | 51.08% | 0.02 | 0.03 | 450'000 | 100'000 | 609'480 | 100'000 | 9'592 | 2'593 | 99.98% | 100.00% |
16.12.2021 | 20.49% | 0.03 | 0.04 | 750'000 | 100'000 | 619'129 | 100'000 | 28'681 | 5'700 | 99.99% | 99.99% |
15.12.2021 | 27.83% | 0.03 | 0.04 | 900'000 | 100'000 | 819'489 | 100'000 | 26'363 | 4'282 | 100.00% | 100.00% |
14.12.2021 | 16.48% | 0.03 | 0.04 | 900'000 | 100'000 | 681'929 | 100'000 | 38'406 | 6'730 | 99.88% | 99.88% |
13.12.2021 | 15.89% | 0.05 | 0.06 | 750'000 | 100'000 | 719'959 | 100'000 | 41'929 | 6'863 | 99.95% | 99.95% |
10.12.2021 | 12.93% | 0.06 | 0.07 | 750'000 | 100'000 | 686'916 | 100'000 | 49'785 | 8'310 | 100.00% | 100.00% |
09.12.2021 | 12.93% | 0.07 | 0.08 | 750'000 | 100'000 | 740'060 | 100'000 | 53'873 | 8'309 | 100.00% | 100.00% |
08.12.2021 | 8.19% | 0.12 | 0.13 | 600'000 | 100'000 | 604'857 | 100'000 | 71'419 | 12'823 | 100.00% | 100.00% |
07.12.2021 | 5.80% | 0.16 | 0.17 | 600'000 | 100'000 | 600'000 | 100'000 | 100'529 | 17'755 | 100.00% | 100.00% |