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 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 99.85% |
16.12.2021 | - | - | 0.02 | 0 | 200'000 | 0 | 0 | 0 | 0 | 0.00% | 96.66% |
15.12.2021 | - | - | 0.02 | 0 | 200'000 | 0 | 0 | 0 | 0 | 0.00% | 98.85% |
14.12.2021 | - | - | 0.02 | 0 | 200'000 | 0 | 0 | 0 | 0 | 0.00% | 97.28% |
13.12.2021 | - | - | 0.03 | 0 | 200'000 | 0 | 0 | 0 | 0 | 0.00% | 97.92% |
10.12.2021 | 142.86% | 0.01 | 0.03 | 100'000 | 200'000 | 100'000 | 100'000 | 500 | 3'000 | 4.63% | 97.38% |
09.12.2021 | - | - | 0.03 | 0 | 200'000 | 0 | 0 | 0 | 0 | 0.00% | 98.70% |
08.12.2021 | 142.86% | 0.01 | 0.03 | 400'000 | 200'000 | 213'786 | 213'786 | 1'069 | 6'414 | 81.12% | 94.75% |
07.12.2021 | 142.86% | 0.01 | 0.03 | 400'000 | 400'000 | 238'460 | 238'460 | 1'192 | 7'154 | 96.48% | 96.48% |