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 | 0.65% | 1.57 | 1.58 | 600'000 | 100'000 | 600'000 | 107'629 | 921'970 | 166'298 | 100.00% | 100.00% |
16.09.2021 | 0.68% | 1.50 | 1.51 | 600'000 | 200'000 | 600'000 | 200'000 | 879'690 | 295'230 | 100.00% | 100.00% |
15.09.2021 | 0.71% | 1.40 | 1.41 | 600'000 | 200'000 | 600'000 | 200'000 | 845'634 | 283'878 | 100.00% | 100.00% |
14.09.2021 | 0.76% | 1.41 | 1.42 | 600'000 | 200'000 | 600'000 | 200'000 | 788'719 | 264'906 | 100.00% | 100.00% |
13.09.2021 | 0.84% | 1.26 | 1.27 | 600'000 | 200'000 | 600'000 | 200'000 | 713'361 | 239'787 | 100.00% | 100.00% |
10.09.2021 | 0.83% | 1.22 | 1.23 | 600'000 | 200'000 | 599'956 | 200'000 | 718'146 | 241'400 | 100.00% | 100.00% |
09.09.2021 | 0.99% | 1.10 | 1.11 | 600'000 | 200'000 | 600'000 | 200'000 | 604'544 | 203'515 | 98.50% | 98.50% |
08.09.2021 | 1.03% | 0.96 | 0.97 | 600'000 | 200'000 | 600'000 | 200'000 | 577'704 | 194'568 | 99.98% | 99.98% |
07.09.2021 | 1.02% | 0.96 | 0.97 | 600'000 | 200'000 | 600'000 | 200'000 | 585'337 | 197'112 | 100.00% | 100.00% |