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 | 1.87% | 1.06 | 1.08 | 450'000 | 75'000 | 450'000 | 77'500 | 476'284 | 83'562 | 100.00% | 100.00% |
16.09.2021 | 1.93% | 1.04 | 1.06 | 450'000 | 100'000 | 450'000 | 100'000 | 461'968 | 104'660 | 100.00% | 100.00% |
15.09.2021 | 1.87% | 1.01 | 1.03 | 450'000 | 100'000 | 450'000 | 100'000 | 476'120 | 107'804 | 100.00% | 100.00% |
14.09.2021 | 1.67% | 1.13 | 1.15 | 450'000 | 100'000 | 450'000 | 100'000 | 533'648 | 120'588 | 99.93% | 99.93% |
13.09.2021 | 1.59% | 1.22 | 1.24 | 450'000 | 100'000 | 450'000 | 100'000 | 561'343 | 126'743 | 100.00% | 100.00% |
10.09.2021 | 1.53% | 1.27 | 1.29 | 450'000 | 100'000 | 450'000 | 100'000 | 585'632 | 132'141 | 100.00% | 100.00% |
09.09.2021 | 1.55% | 1.31 | 1.33 | 450'000 | 100'000 | 450'000 | 100'000 | 577'300 | 130'289 | 97.90% | 97.90% |
08.09.2021 | 1.59% | 1.28 | 1.30 | 450'000 | 100'000 | 450'000 | 100'000 | 560'661 | 126'591 | 100.00% | 100.00% |
07.09.2021 | 1.55% | 1.25 | 1.27 | 450'000 | 100'000 | 450'000 | 100'000 | 575'549 | 129'900 | 100.00% | 100.00% |