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 | 41.97% | 0.03 | 0.04 | 210'000 | 210'000 | 210'000 | 210'000 | 4'072 | 6'172 | 100.00% | 100.00% |
16.12.2021 | 17.13% | 0.03 | 0.04 | 230'000 | 230'000 | 230'000 | 230'000 | 12'930 | 15'230 | 99.39% | 99.39% |
15.12.2021 | 19.88% | 0.04 | 0.05 | 220'000 | 220'000 | 220'000 | 220'000 | 10'142 | 12'342 | 100.00% | 100.00% |
14.12.2021 | 15.82% | 0.05 | 0.06 | 180'000 | 180'000 | 180'000 | 180'000 | 10'739 | 12'539 | 100.00% | 100.00% |
13.12.2021 | 9.80% | 0.09 | 0.10 | 190'000 | 190'000 | 190'000 | 190'000 | 18'544 | 20'444 | 100.00% | 100.00% |
10.12.2021 | 8.95% | 0.10 | 0.11 | 190'000 | 190'000 | 190'000 | 190'000 | 20'337 | 22'237 | 96.96% | 96.96% |
09.12.2021 | 9.65% | 0.12 | 0.13 | 200'000 | 200'000 | 200'000 | 200'000 | 19'827 | 21'827 | 99.88% | 99.88% |
08.12.2021 | 9.74% | 0.10 | 0.11 | 180'000 | 180'000 | 180'000 | 180'000 | 17'835 | 19'635 | 99.78% | 99.78% |
07.12.2021 | 9.00% | 0.12 | 0.13 | 230'000 | 230'000 | 230'000 | 230'000 | 24'533 | 26'833 | 100.00% | 100.00% |