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 | 1.09% | 0.95 | 0.96 | 600'000 | 100'000 | 600'000 | 107'629 | 547'435 | 99'115 | 100.00% | 100.00% |
16.09.2021 | 1.20% | 0.87 | 0.88 | 600'000 | 200'000 | 599'999 | 200'000 | 498'966 | 168'322 | 100.00% | 100.00% |
15.09.2021 | 1.28% | 0.77 | 0.78 | 600'000 | 200'000 | 600'000 | 200'000 | 465'744 | 157'248 | 100.00% | 100.00% |
14.09.2021 | 1.45% | 0.77 | 0.78 | 600'000 | 200'000 | 600'000 | 200'000 | 414'051 | 140'017 | 100.00% | 100.00% |
13.09.2021 | 1.75% | 0.64 | 0.65 | 600'000 | 200'000 | 600'000 | 200'000 | 341'476 | 115'825 | 100.00% | 100.00% |
10.09.2021 | 1.70% | 0.60 | 0.61 | 600'000 | 200'000 | 636'844 | 212'282 | 370'902 | 125'757 | 100.00% | 100.00% |
09.09.2021 | 2.39% | 0.50 | 0.51 | 750'000 | 250'000 | 750'000 | 250'000 | 312'836 | 106'779 | 98.50% | 98.50% |
08.09.2021 | 2.59% | 0.38 | 0.39 | 750'000 | 250'000 | 750'000 | 250'000 | 286'616 | 98'039 | 99.99% | 99.99% |
07.09.2021 | 2.50% | 0.39 | 0.40 | 750'000 | 250'000 | 750'000 | 250'000 | 296'248 | 101'249 | 100.00% | 100.00% |