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 | - | - |
18.11.2021 | 0.43% | 2.27 | 2.35 | 50'000 | 50'000 | 50'000 | 50'000 | 117'311 | 117'811 | 42.86% | 91.21% |
17.11.2021 | 0.86% | 2.32 | 2.34 | 25'000 | 25'000 | 25'000 | 25'000 | 58'096 | 58'596 | 100.00% | 100.00% |
16.11.2021 | 0.91% | 2.26 | 2.28 | 25'000 | 25'000 | 25'000 | 25'000 | 54'803 | 55'303 | 100.00% | 100.00% |
15.11.2021 | 0.92% | 2.17 | 2.19 | 25'000 | 25'000 | 25'000 | 25'000 | 54'318 | 54'818 | 100.00% | 100.00% |
12.11.2021 | 0.98% | 2.05 | 2.07 | 25'000 | 25'000 | 25'000 | 25'000 | 50'947 | 51'447 | 83.23% | 83.23% |
11.11.2021 | 0.92% | 2.12 | 2.14 | 25'000 | 25'000 | 25'000 | 25'000 | 54'229 | 54'729 | 98.96% | 98.96% |
10.11.2021 | 0.43% | 2.32 | 2.33 | 50'000 | 50'000 | 50'000 | 50'000 | 116'026 | 116'526 | 99.06% | 99.06% |
09.11.2021 | 0.40% | 2.40 | 2.41 | 50'000 | 50'000 | 50'000 | 50'000 | 123'287 | 123'787 | 98.57% | 98.57% |
08.11.2021 | 0.41% | 2.46 | 2.47 | 50'000 | 50'000 | 50'000 | 50'000 | 120'522 | 121'022 | 100.00% | 100.00% |