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 | 2.80% | 0.69 | 0.71 | 600'000 | 50'000 | 599'983 | 50'000 | 422'312 | 36'194 | 100.00% | 100.00% |
16.09.2021 | 1.38% | 0.72 | 0.73 | 600'000 | 50'000 | 600'000 | 50'000 | 431'355 | 36'446 | 100.00% | 100.00% |
15.09.2021 | 1.33% | 0.71 | 0.72 | 600'000 | 50'000 | 600'000 | 50'000 | 447'053 | 37'754 | 100.00% | 100.00% |
14.09.2021 | 1.26% | 0.79 | 0.80 | 600'000 | 50'000 | 600'000 | 50'000 | 474'906 | 40'076 | 99.65% | 99.65% |
13.09.2021 | 1.28% | 0.76 | 0.77 | 600'000 | 50'000 | 600'000 | 50'000 | 464'647 | 39'221 | 100.00% | 100.00% |
10.09.2021 | 1.21% | 0.80 | 0.81 | 600'000 | 50'000 | 600'000 | 50'000 | 492'710 | 41'559 | 100.00% | 100.00% |
09.09.2021 | 1.20% | 0.83 | 0.84 | 600'000 | 50'000 | 600'000 | 50'000 | 495'533 | 41'794 | 97.91% | 97.91% |
08.09.2021 | 1.16% | 0.85 | 0.86 | 600'000 | 50'000 | 600'000 | 50'000 | 514'799 | 43'400 | 100.00% | 100.00% |
07.09.2021 | 1.12% | 0.91 | 0.92 | 600'000 | 50'000 | 600'000 | 50'000 | 531'306 | 44'776 | 100.00% | 100.00% |