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 | 7.27% | 0.11 | 0.12 | 450'000 | 75'000 | 449'990 | 75'000 | 59'834 | 10'723 | 100.00% | 100.00% |
16.09.2021 | 10.47% | 0.12 | 0.13 | 450'000 | 75'000 | 454'552 | 75'000 | 42'870 | 7'857 | 100.00% | 100.00% |
15.09.2021 | 14.18% | 0.06 | 0.07 | 600'000 | 100'000 | 572'748 | 100'000 | 37'655 | 7'652 | 99.96% | 99.96% |
14.09.2021 | 10.57% | 0.10 | 0.11 | 450'000 | 100'000 | 537'155 | 100'000 | 48'043 | 10'014 | 99.91% | 99.91% |
13.09.2021 | 13.03% | 0.09 | 0.10 | 600'000 | 100'000 | 600'000 | 100'000 | 43'640 | 8'273 | 100.00% | 100.00% |
10.09.2021 | 12.14% | 0.07 | 0.08 | 600'000 | 100'000 | 600'000 | 100'000 | 46'577 | 8'763 | 100.00% | 100.00% |
09.09.2021 | 11.73% | 0.09 | 0.10 | 600'000 | 100'000 | 600'000 | 100'000 | 48'580 | 9'097 | 98.04% | 98.04% |
08.09.2021 | 9.42% | 0.09 | 0.10 | 600'000 | 100'000 | 600'000 | 100'000 | 60'947 | 11'158 | 99.89% | 99.89% |
07.09.2021 | 6.98% | 0.13 | 0.14 | 450'000 | 150'000 | 452'128 | 150'709 | 62'589 | 22'370 | 99.97% | 99.97% |