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 | - | - |
17.09.2021 | 88.89% | 0.01 | 0.02 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'285 | 8'143 | 100.00% | 100.00% |
16.09.2021 | 119.31% | 0.01 | 0.02 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'485 | 6'742 | 99.37% | 99.37% |
15.09.2021 | 66.18% | 0.01 | 0.02 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'182 | 10'091 | 99.49% | 99.57% |
14.09.2021 | 30.39% | 0.02 | 0.03 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 28'439 | 19'220 | 99.41% | 99.41% |
13.09.2021 | 27.17% | 0.05 | 0.06 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 32'589 | 21'294 | 98.41% | 98.41% |
10.09.2021 | 18.89% | 0.04 | 0.05 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 48'257 | 29'128 | 99.57% | 99.57% |
09.09.2021 | 21.45% | 0.05 | 0.06 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 41'908 | 25'954 | 92.68% | 92.68% |
08.09.2021 | 16.12% | 0.05 | 0.06 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 57'856 | 33'928 | 99.56% | 99.56% |
07.09.2021 | 17.74% | 0.05 | 0.06 | 900'000 | 300'000 | 755'708 | 251'903 | 38'978 | 15'512 | 98.02% | 98.02% |