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 | - | - |
18.11.2021 | 8.58% | 0.11 | 0.12 | 200'000 | 200'000 | 200'000 | 200'000 | 22'337 | 24'337 | 42.86% | 92.33% |
17.11.2021 | 9.59% | 0.10 | 0.11 | 200'000 | 200'000 | 200'000 | 200'000 | 19'907 | 21'907 | 100.00% | 100.00% |
16.11.2021 | 10.29% | 0.10 | 0.11 | 300'000 | 300'000 | 300'000 | 300'000 | 27'752 | 30'752 | 99.54% | 99.54% |
15.11.2021 | 9.68% | 0.09 | 0.10 | 200'000 | 200'000 | 200'000 | 200'000 | 19'704 | 21'704 | 100.00% | 100.00% |
12.11.2021 | 10.71% | 0.10 | 0.11 | 300'000 | 300'000 | 300'000 | 300'000 | 26'626 | 29'626 | 99.52% | 99.52% |
11.11.2021 | 11.99% | 0.09 | 0.10 | 300'000 | 300'000 | 300'000 | 300'000 | 23'573 | 26'573 | 99.73% | 99.73% |
10.11.2021 | 11.50% | 0.09 | 0.10 | 300'000 | 300'000 | 300'000 | 300'000 | 24'711 | 27'711 | 99.55% | 99.55% |
09.11.2021 | 11.86% | 0.09 | 0.10 | 300'000 | 300'000 | 300'000 | 300'000 | 23'920 | 26'920 | 100.00% | 100.00% |
08.11.2021 | 12.46% | 0.07 | 0.08 | 300'000 | 300'000 | 300'000 | 300'000 | 22'674 | 25'674 | 99.14% | 99.14% |