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 | - | 0.13 | - | 600'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
16.09.2021 | 15.99% | 0.11 | 0.13 | 750'000 | 250'000 | 737'728 | 245'909 | 84'889 | 33'215 | 18.95% | 99.42% |
15.09.2021 | 14.82% | 0.14 | 0.16 | 600'000 | 200'000 | 694'813 | 231'604 | 86'763 | 33'553 | 99.43% | 99.43% |
14.09.2021 | 13.35% | 0.13 | 0.15 | 750'000 | 250'000 | 645'678 | 215'226 | 90'088 | 34'334 | 89.23% | 99.44% |
13.09.2021 | 8.34% | 0.12 | 0.13 | 750'000 | 250'000 | 747'046 | 249'023 | 87'015 | 31'496 | 99.11% | 99.44% |
10.09.2021 | 9.98% | 0.11 | 0.12 | 750'000 | 250'000 | 750'000 | 250'000 | 72'443 | 26'648 | 99.45% | 99.45% |
09.09.2021 | 10.44% | 0.10 | 0.11 | 750'000 | 250'000 | 797'560 | 265'853 | 72'418 | 26'798 | 92.62% | 92.62% |
08.09.2021 | 10.37% | 0.08 | 0.09 | 900'000 | 300'000 | 776'252 | 258'751 | 71'090 | 26'284 | 99.44% | 99.44% |
07.09.2021 | 10.54% | 0.09 | 0.10 | 450'000 | 150'000 | 450'000 | 150'000 | 40'581 | 15'027 | 98.00% | 98.00% |