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 | - | - | 0.01 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
16.09.2021 | - | - | 0.01 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
15.09.2021 | 166.67% | 0.00 | 0.01 | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 1'000 | 1'100 | 13.19% | 100.00% |
14.09.2021 | 163.32% | 0.00 | 0.01 | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 1'148 | 1'115 | 100.00% | 100.00% |
13.09.2021 | 92.19% | 0.00 | 0.01 | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 6'432 | 1'643 | 100.00% | 100.00% |
10.09.2021 | 145.13% | 0.00 | 0.01 | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 2'171 | 1'217 | 100.00% | 100.00% |
09.09.2021 | 68.47% | 0.01 | 0.02 | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 9'725 | 1'972 | 87.55% | 98.49% |
08.09.2021 | 66.52% | 0.01 | 0.02 | 1'000'000 | 100'000 | 1'000'000 | 100'000 | 10'056 | 2'006 | 99.32% | 99.33% |
07.09.2021 | 26.74% | 0.02 | 0.03 | 1'000'000 | 100'000 | 990'956 | 100'000 | 36'889 | 4'736 | 100.00% | 100.00% |