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 | - | - | 0.03 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 71.23% |
16.12.2021 | 120.00% | 0.01 | 0.03 | 500'000 | 100'000 | 499'986 | 100'000 | 5'000 | 4'000 | 1.29% | 62.01% |
15.12.2021 | 117.31% | 0.01 | 0.03 | 500'000 | 100'000 | 499'986 | 100'000 | 5'398 | 4'080 | 21.40% | 70.55% |
14.12.2021 | 120.00% | 0.01 | 0.03 | 100'000 | 100'000 | 352'814 | 100'000 | 3'528 | 4'000 | 9.12% | 63.35% |
13.12.2021 | 113.49% | 0.01 | 0.03 | 500'000 | 100'000 | 499'438 | 100'000 | 5'944 | 4'190 | 35.82% | 78.18% |
10.12.2021 | 113.27% | 0.01 | 0.04 | 500'000 | 100'000 | 500'000 | 100'000 | 5'984 | 4'197 | 80.15% | 80.15% |
09.12.2021 | 84.93% | 0.02 | 0.05 | 500'000 | 100'000 | 500'000 | 100'000 | 10'238 | 5'048 | 84.28% | 84.28% |
08.12.2021 | 87.48% | 0.04 | 0.07 | 500'000 | 100'000 | 500'000 | 100'000 | 10'610 | 5'122 | 85.60% | 85.60% |
07.12.2021 | 116.01% | 0.01 | 0.04 | 500'000 | 100'000 | 300'925 | 100'000 | 3'634 | 4'125 | 78.39% | 82.34% |