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 | 4.55% | 0.19 | 0.20 | 225'000 | 50'000 | 225'000 | 51'933 | 48'695 | 11'806 | 100.00% | 100.00% |
16.09.2021 | 3.71% | 0.24 | 0.25 | 225'000 | 75'000 | 225'000 | 75'000 | 59'894 | 20'715 | 100.00% | 100.00% |
15.09.2021 | 3.36% | 0.26 | 0.27 | 225'000 | 75'000 | 225'000 | 75'000 | 66'256 | 22'835 | 100.00% | 100.00% |
14.09.2021 | 2.66% | 0.35 | 0.36 | 225'000 | 75'000 | 225'000 | 75'000 | 83'424 | 28'558 | 100.00% | 100.00% |
13.09.2021 | 2.86% | 0.37 | 0.38 | 225'000 | 75'000 | 225'000 | 75'000 | 77'959 | 26'736 | 100.00% | 100.00% |
10.09.2021 | 2.69% | 0.34 | 0.35 | 225'000 | 75'000 | 225'000 | 75'000 | 82'445 | 28'232 | 100.00% | 100.00% |
09.09.2021 | 2.86% | 0.39 | 0.40 | 225'000 | 75'000 | 225'000 | 75'000 | 77'757 | 26'669 | 98.49% | 98.49% |
08.09.2021 | 2.34% | 0.37 | 0.38 | 225'000 | 75'000 | 225'000 | 75'000 | 95'250 | 32'500 | 99.98% | 99.98% |
07.09.2021 | 2.09% | 0.48 | 0.49 | 225'000 | 75'000 | 225'000 | 75'000 | 106'467 | 36'239 | 100.00% | 100.00% |