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 | 0.77% | 1.30 | 1.31 | 450'000 | 50'000 | 450'000 | 50'000 | 581'581 | 65'120 | 100.00% | 100.00% |
16.09.2021 | 0.78% | 1.27 | 1.28 | 450'000 | 50'000 | 450'000 | 50'000 | 574'212 | 64'301 | 100.00% | 100.00% |
15.09.2021 | 0.77% | 1.28 | 1.29 | 450'000 | 50'000 | 450'000 | 50'000 | 585'254 | 65'528 | 100.00% | 100.00% |
14.09.2021 | 0.72% | 1.35 | 1.36 | 450'000 | 50'000 | 450'000 | 50'000 | 621'871 | 69'597 | 97.35% | 97.35% |
13.09.2021 | 0.70% | 1.42 | 1.43 | 450'000 | 50'000 | 450'000 | 50'000 | 641'150 | 71'739 | 100.00% | 100.00% |
10.09.2021 | 0.70% | 1.42 | 1.43 | 450'000 | 50'000 | 450'000 | 50'000 | 644'253 | 72'084 | 100.00% | 100.00% |
09.09.2021 | 0.70% | 1.45 | 1.46 | 450'000 | 50'000 | 450'000 | 50'000 | 643'378 | 71'986 | 97.94% | 97.94% |
08.09.2021 | 0.67% | 1.46 | 1.47 | 450'000 | 50'000 | 450'000 | 50'000 | 666'884 | 74'598 | 100.00% | 100.00% |
07.09.2021 | 0.64% | 1.56 | 1.57 | 450'000 | 50'000 | 450'000 | 50'000 | 699'620 | 78'236 | 100.00% | 100.00% |