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 | 1.22% | 0.80 | 0.81 | 80'000 | 80'000 | 80'000 | 80'000 | 65'209 | 66'009 | 87.28% | 87.28% |
16.12.2021 | 1.22% | 0.87 | 0.88 | 80'000 | 80'000 | 80'000 | 80'000 | 65'393 | 66'193 | 95.69% | 95.69% |
15.12.2021 | 1.32% | 0.78 | 0.79 | 80'000 | 80'000 | 80'000 | 80'000 | 60'461 | 61'261 | 99.38% | 99.38% |
14.12.2021 | 1.33% | 0.65 | 0.66 | 80'000 | 80'000 | 81'383 | 81'383 | 60'964 | 61'777 | 99.87% | 99.87% |
13.12.2021 | 1.25% | 0.77 | 0.78 | 110'000 | 110'000 | 110'000 | 110'000 | 87'769 | 88'869 | 99.47% | 99.47% |
10.12.2021 | 1.25% | 0.81 | 0.82 | 110'000 | 110'000 | 110'000 | 110'000 | 87'664 | 88'764 | 98.08% | 98.08% |
09.12.2021 | 1.28% | 0.79 | 0.80 | 110'000 | 110'000 | 110'000 | 110'000 | 85'152 | 86'252 | 99.54% | 99.54% |
08.12.2021 | 1.30% | 0.79 | 0.80 | 110'000 | 110'000 | 110'000 | 110'000 | 84'225 | 85'325 | 99.44% | 99.44% |
07.12.2021 | 1.52% | 0.70 | 0.71 | 110'000 | 110'000 | 110'000 | 110'000 | 72'022 | 73'122 | 99.82% | 99.82% |