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 | 1.12% | 0.87 | 0.88 | 80'000 | 80'000 | 80'000 | 80'000 | 71'283 | 72'083 | 100.00% | 100.00% |
16.12.2021 | 1.04% | 0.95 | 0.96 | 80'000 | 80'000 | 80'000 | 80'000 | 76'327 | 77'127 | 98.92% | 98.92% |
15.12.2021 | 1.12% | 0.89 | 0.90 | 80'000 | 80'000 | 80'000 | 80'000 | 70'750 | 71'550 | 100.00% | 100.00% |
14.12.2021 | 1.06% | 0.82 | 0.83 | 80'000 | 80'000 | 80'000 | 80'000 | 75'537 | 76'337 | 100.00% | 100.00% |
13.12.2021 | 0.99% | 0.98 | 0.99 | 80'000 | 80'000 | 80'000 | 80'000 | 80'346 | 81'146 | 100.00% | 100.00% |
10.12.2021 | 1.05% | 0.94 | 0.95 | 80'000 | 80'000 | 80'000 | 80'000 | 75'827 | 76'627 | 100.00% | 100.00% |
09.12.2021 | 0.99% | 1.02 | 1.03 | 80'000 | 80'000 | 80'000 | 80'000 | 80'671 | 81'471 | 99.75% | 99.75% |
08.12.2021 | 0.94% | 1.02 | 1.03 | 80'000 | 80'000 | 80'000 | 80'000 | 84'571 | 85'371 | 100.00% | 100.00% |
07.12.2021 | 1.09% | 1.00 | 1.01 | 80'000 | 80'000 | 80'000 | 80'000 | 73'385 | 74'185 | 100.00% | 100.00% |