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 | 18.74% | 0.05 | 0.06 | 225'000 | 50'000 | 225'228 | 50'000 | 11'060 | 2'956 | 100.00% | 100.00% |
16.12.2021 | 8.46% | 0.08 | 0.09 | 225'000 | 50'000 | 224'985 | 50'000 | 25'913 | 6'259 | 99.67% | 99.67% |
15.12.2021 | 15.55% | 0.07 | 0.08 | 300'000 | 50'000 | 300'000 | 59'028 | 18'150 | 4'076 | 100.00% | 100.00% |
14.12.2021 | 15.98% | 0.03 | 0.04 | 450'000 | 150'000 | 307'830 | 102'610 | 17'905 | 6'994 | 100.00% | 100.00% |
13.12.2021 | 11.83% | 0.05 | 0.06 | 300'000 | 100'000 | 300'000 | 100'000 | 24'609 | 9'203 | 100.00% | 100.00% |
10.12.2021 | 10.04% | 0.08 | 0.09 | 300'000 | 100'000 | 322'464 | 107'470 | 30'774 | 11'332 | 99.98% | 99.98% |
09.12.2021 | 7.65% | 0.12 | 0.13 | 300'000 | 100'000 | 301'969 | 100'656 | 38'101 | 13'707 | 100.00% | 100.00% |
08.12.2021 | 5.39% | 0.19 | 0.20 | 225'000 | 75'000 | 249'626 | 83'209 | 45'046 | 15'847 | 100.00% | 100.00% |
07.12.2021 | 5.63% | 0.19 | 0.20 | 300'000 | 100'000 | 294'843 | 98'281 | 51'013 | 17'987 | 100.00% | 100.00% |