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 | 1.13% | 4.34 | 4.39 | 300'000 | 25'000 | 300'000 | 25'000 | 1'322'300 | 111'442 | 100.00% | 100.00% |
16.12.2021 | 0.64% | 4.42 | 4.45 | 300'000 | 25'000 | 300'000 | 25'000 | 1'394'750 | 116'979 | 100.00% | 100.00% |
15.12.2021 | 0.40% | 5.01 | 5.04 | 300'000 | 25'000 | 300'000 | 96'933 | 1'496'250 | 485'308 | 100.00% | 100.00% |
14.12.2021 | 0.38% | 4.92 | 4.94 | 300'000 | 100'000 | 300'000 | 100'000 | 1'593'790 | 533'263 | 100.00% | 100.00% |
13.12.2021 | 0.36% | 5.49 | 5.51 | 300'000 | 100'000 | 354'650 | 118'217 | 1'988'490 | 665'193 | 100.00% | 100.00% |
10.12.2021 | 0.36% | 5.66 | 5.68 | 600'000 | 200'000 | 600'000 | 200'000 | 3'337'160 | 1'116'390 | 99.99% | 99.99% |
09.12.2021 | 0.35% | 5.61 | 5.63 | 600'000 | 200'000 | 600'000 | 200'000 | 3'401'330 | 1'137'780 | 100.00% | 100.00% |
08.12.2021 | 0.36% | 5.60 | 5.62 | 600'000 | 200'000 | 600'000 | 200'000 | 3'354'100 | 1'122'030 | 100.00% | 100.00% |
07.12.2021 | 0.37% | 5.56 | 5.58 | 600'000 | 200'000 | 600'000 | 200'000 | 3'251'770 | 1'087'920 | 100.00% | 100.00% |