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 | - | - |
17.09.2021 | 14.75% | 0.06 | 0.07 | 120'000 | 120'000 | 120'000 | 120'000 | 11'675 | 13'475 | 93.94% | 93.94% |
16.09.2021 | 7.52% | 0.16 | 0.18 | 130'000 | 130'000 | 130'000 | 130'000 | 25'355 | 27'305 | 99.40% | 99.40% |
15.09.2021 | 9.67% | 0.12 | 0.14 | 120'000 | 120'000 | 120'000 | 120'000 | 17'903 | 19'703 | 99.39% | 99.39% |
14.09.2021 | 7.37% | 0.19 | 0.21 | 120'000 | 120'000 | 120'000 | 120'000 | 27'077 | 29'154 | 99.45% | 99.45% |
13.09.2021 | 6.89% | 0.20 | 0.22 | 150'000 | 150'000 | 150'000 | 150'000 | 31'621 | 33'871 | 99.41% | 99.41% |
10.09.2021 | 10.36% | 0.13 | 0.14 | 150'000 | 150'000 | 150'000 | 150'000 | 20'656 | 22'906 | 99.44% | 99.44% |
09.09.2021 | 11.87% | 0.15 | 0.17 | 140'000 | 140'000 | 140'000 | 140'000 | 16'840 | 18'940 | 99.38% | 99.38% |
08.09.2021 | 7.95% | 0.18 | 0.20 | 130'000 | 130'000 | 130'000 | 130'000 | 23'793 | 25'743 | 99.33% | 99.33% |
07.09.2021 | 7.27% | 0.18 | 0.20 | 130'000 | 130'000 | 130'000 | 130'000 | 26'107 | 28'064 | 99.40% | 99.40% |