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 | 0.62% | 1.60 | 1.61 | 80'000 | 80'000 | 80'000 | 80'000 | 129'299 | 130'099 | 89.38% | 89.38% |
16.12.2021 | 0.62% | 1.67 | 1.68 | 80'000 | 80'000 | 80'000 | 80'000 | 129'273 | 130'073 | 94.72% | 94.72% |
15.12.2021 | 0.64% | 1.57 | 1.58 | 80'000 | 80'000 | 80'000 | 80'000 | 123'695 | 124'495 | 96.88% | 96.88% |
14.12.2021 | 0.65% | 1.44 | 1.45 | 80'000 | 80'000 | 81'337 | 81'337 | 125'017 | 125'830 | 97.38% | 97.38% |
13.12.2021 | 0.63% | 1.55 | 1.56 | 110'000 | 110'000 | 110'000 | 110'000 | 174'665 | 175'765 | 99.02% | 99.02% |
10.12.2021 | 0.63% | 1.60 | 1.61 | 110'000 | 110'000 | 110'000 | 110'000 | 174'446 | 175'546 | 98.23% | 98.23% |
09.12.2021 | 0.64% | 1.58 | 1.59 | 110'000 | 110'000 | 110'000 | 110'000 | 171'469 | 172'569 | 98.65% | 98.65% |
08.12.2021 | 0.65% | 1.57 | 1.58 | 110'000 | 110'000 | 110'000 | 110'000 | 170'041 | 171'141 | 97.93% | 97.93% |
07.12.2021 | 0.70% | 1.48 | 1.49 | 110'000 | 110'000 | 110'000 | 110'000 | 157'568 | 158'668 | 99.50% | 99.50% |