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 | 2.36% | 0.87 | 0.89 | 300'000 | 50'000 | 300'000 | 50'000 | 251'553 | 42'926 | 100.00% | 100.00% |
16.12.2021 | 2.35% | 0.85 | 0.87 | 300'000 | 50'000 | 299'996 | 50'000 | 252'210 | 43'036 | 100.00% | 100.00% |
15.12.2021 | 2.45% | 0.82 | 0.84 | 300'000 | 50'000 | 299'989 | 50'000 | 242'117 | 41'354 | 100.00% | 100.00% |
14.12.2021 | 2.55% | 0.82 | 0.84 | 300'000 | 50'000 | 299'977 | 50'000 | 242'540 | 41'472 | 99.85% | 99.85% |
13.12.2021 | 5.01% | 0.41 | 0.43 | 450'000 | 150'000 | 446'599 | 152'709 | 172'243 | 61'412 | 99.93% | 99.93% |
10.12.2021 | 30.74% | 0.02 | 0.03 | 900'000 | 200'000 | 898'483 | 200'000 | 26'120 | 7'821 | 100.00% | 100.00% |
09.12.2021 | 12.68% | 0.07 | 0.08 | 750'000 | 200'000 | 696'056 | 200'000 | 51'598 | 16'961 | 100.00% | 100.00% |
08.12.2021 | 9.78% | 0.10 | 0.11 | 600'000 | 200'000 | 630'986 | 200'000 | 61'562 | 21'600 | 100.00% | 100.00% |
07.12.2021 | 12.24% | 0.08 | 0.09 | 750'000 | 200'000 | 750'028 | 200'000 | 57'737 | 17'396 | 100.00% | 100.00% |