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 | 4.02% | 0.25 | 0.26 | 210'000 | 210'000 | 210'000 | 210'000 | 51'256 | 53'356 | 75.49% | 75.49% |
16.12.2021 | 4.04% | 0.23 | 0.24 | 210'000 | 210'000 | 210'000 | 210'000 | 50'953 | 53'053 | 89.49% | 89.49% |
15.12.2021 | 5.41% | 0.18 | 0.19 | 210'000 | 210'000 | 210'000 | 210'000 | 37'829 | 39'929 | 88.11% | 88.11% |
14.12.2021 | 4.89% | 0.20 | 0.21 | 210'000 | 210'000 | 210'000 | 210'000 | 41'966 | 44'066 | 92.17% | 92.17% |
13.12.2021 | 4.52% | 0.20 | 0.21 | 210'000 | 210'000 | 210'000 | 210'000 | 45'528 | 47'628 | 85.94% | 85.94% |
10.12.2021 | 4.56% | 0.20 | 0.21 | 210'000 | 210'000 | 210'000 | 210'000 | 45'105 | 47'205 | 84.99% | 84.99% |
09.12.2021 | 4.62% | 0.21 | 0.22 | 210'000 | 210'000 | 210'000 | 210'000 | 44'428 | 46'528 | 83.90% | 83.90% |
08.12.2021 | 4.29% | 0.24 | 0.25 | 210'000 | 210'000 | 210'000 | 210'000 | 48'026 | 50'126 | 89.72% | 89.72% |
07.12.2021 | 3.65% | 0.29 | 0.30 | 230'000 | 230'000 | 230'000 | 230'000 | 62'033 | 64'333 | 80.51% | 80.51% |