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 | 23.81% | 0.04 | 0.05 | 600'000 | 200'000 | 600'000 | 200'000 | 22'771 | 9'590 | 100.00% | 100.00% |
16.12.2021 | 16.58% | 0.07 | 0.08 | 600'000 | 200'000 | 618'350 | 206'117 | 35'739 | 13'974 | 99.43% | 99.43% |
15.12.2021 | 30.34% | 0.04 | 0.05 | 750'000 | 250'000 | 926'550 | 335'942 | 26'542 | 12'866 | 99.45% | 99.45% |
14.12.2021 | 24.88% | 0.03 | 0.04 | 1'000'000 | 400'000 | 909'663 | 329'721 | 32'560 | 14'944 | 99.44% | 99.44% |
13.12.2021 | 16.90% | 0.05 | 0.06 | 750'000 | 250'000 | 813'109 | 271'036 | 44'286 | 17'472 | 99.42% | 99.42% |
10.12.2021 | 29.23% | 0.07 | 0.08 | 750'000 | 250'000 | 958'024 | 412'033 | 33'060 | 17'196 | 99.40% | 99.40% |
09.12.2021 | 36.86% | 0.02 | 0.03 | 1'000'000 | 500'000 | 1'000'000 | 499'474 | 22'744 | 16'351 | 99.42% | 99.42% |
08.12.2021 | 20.69% | 0.03 | 0.04 | 1'000'000 | 400'000 | 968'260 | 380'540 | 43'229 | 20'474 | 99.42% | 99.42% |
07.12.2021 | 23.71% | 0.04 | 0.05 | 1'000'000 | 400'000 | 1'000'000 | 433'343 | 38'205 | 20'623 | 99.43% | 99.43% |