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 | - | - |
18.11.2021 | 2.89% | 0.35 | 0.35 | 200'000 | 200'000 | 200'000 | 200'000 | 68'201 | 70'201 | 42.86% | 91.93% |
17.11.2021 | 2.77% | 0.35 | 0.36 | 200'000 | 200'000 | 200'000 | 200'000 | 71'243 | 73'243 | 100.00% | 100.00% |
16.11.2021 | 2.66% | 0.36 | 0.37 | 200'000 | 200'000 | 200'000 | 200'000 | 74'101 | 76'101 | 99.54% | 99.54% |
15.11.2021 | 2.73% | 0.37 | 0.38 | 200'000 | 200'000 | 200'000 | 200'000 | 72'252 | 74'252 | 100.00% | 100.00% |
12.11.2021 | 2.60% | 0.36 | 0.37 | 100'000 | 100'000 | 100'000 | 100'000 | 37'947 | 38'947 | 99.52% | 99.52% |
11.11.2021 | 2.48% | 0.39 | 0.40 | 200'000 | 200'000 | 200'000 | 200'000 | 79'819 | 81'819 | 99.73% | 99.73% |
10.11.2021 | 2.50% | 0.37 | 0.38 | 100'000 | 100'000 | 100'000 | 100'000 | 39'544 | 40'544 | 99.55% | 99.55% |
09.11.2021 | 2.45% | 0.39 | 0.40 | 100'000 | 100'000 | 100'000 | 100'000 | 40'289 | 41'289 | 100.00% | 100.00% |
08.11.2021 | 2.39% | 0.42 | 0.43 | 100'000 | 100'000 | 100'000 | 100'000 | 41'342 | 42'342 | 99.14% | 99.14% |