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 | 155.56% | 0.00 | 0.01 | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 1'000 | 1'600 | 100.00% | 100.00% |
16.12.2021 | 152.04% | 0.00 | 0.01 | 1'000'000 | 200'000 | 999'995 | 200'000 | 1'128 | 1'626 | 99.87% | 99.87% |
15.12.2021 | 155.41% | 0.00 | 0.01 | 1'000'000 | 200'000 | 999'995 | 200'000 | 1'005 | 1'601 | 100.00% | 100.00% |
14.12.2021 | 151.79% | 0.00 | 0.01 | 1'000'000 | 200'000 | 999'978 | 200'000 | 1'133 | 1'627 | 100.00% | 100.00% |
13.12.2021 | 106.12% | 0.00 | 0.01 | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 3'418 | 2'084 | 100.00% | 100.00% |
10.12.2021 | 65.41% | 0.01 | 0.02 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'471 | 10'235 | 99.96% | 99.96% |
09.12.2021 | 47.69% | 0.02 | 0.03 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 17'501 | 13'751 | 100.00% | 100.00% |
08.12.2021 | 25.22% | 0.04 | 0.05 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 35'331 | 22'666 | 99.92% | 99.92% |
07.12.2021 | 17.91% | 0.05 | 0.06 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 51'581 | 30'791 | 99.93% | 99.93% |