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 | 58.34% | 0.01 | 0.02 | 1'000'000 | 500'000 | 979'675 | 443'119 | 12'715 | 9'908 | 100.00% | 100.00% |
16.12.2021 | 11.15% | 0.07 | 0.08 | 600'000 | 200'000 | 602'477 | 200'826 | 51'917 | 19'314 | 98.98% | 98.98% |
15.12.2021 | 11.55% | 0.06 | 0.07 | 900'000 | 300'000 | 702'705 | 234'235 | 57'946 | 21'658 | 99.03% | 99.03% |
14.12.2021 | 9.10% | 0.09 | 0.10 | 750'000 | 250'000 | 664'209 | 221'403 | 69'712 | 25'451 | 99.01% | 99.01% |
13.12.2021 | 7.59% | 0.11 | 0.12 | 750'000 | 250'000 | 625'540 | 208'513 | 79'369 | 28'542 | 99.02% | 99.02% |
10.12.2021 | 7.92% | 0.10 | 0.11 | 750'000 | 250'000 | 749'565 | 249'855 | 91'743 | 33'080 | 98.96% | 98.96% |
09.12.2021 | 6.32% | 0.13 | 0.14 | 750'000 | 250'000 | 721'130 | 240'377 | 111'714 | 39'642 | 99.00% | 99.00% |
08.12.2021 | 5.89% | 0.18 | 0.19 | 750'000 | 250'000 | 778'986 | 259'662 | 128'371 | 45'387 | 98.92% | 98.92% |
07.12.2021 | 18.39% | 0.18 | 0.19 | 750'000 | 250'000 | 976'340 | 466'781 | 56'389 | 29'740 | 98.11% | 98.11% |