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 | 5.59% | 0.33 | 0.35 | 86'361 | 50'000 | 86'188 | 50'000 | 30'035 | 18'426 | 100.00% | 100.00% |
16.12.2021 | 5.00% | 0.34 | 0.36 | 88'187 | 50'000 | 87'402 | 50'000 | 34'183 | 20'560 | 97.67% | 97.67% |
15.12.2021 | 5.44% | 0.37 | 0.39 | 90'332 | 50'000 | 92'592 | 50'000 | 33'202 | 18'957 | 97.88% | 97.88% |
14.12.2021 | 4.52% | 0.30 | 0.32 | 99'547 | 50'000 | 89'430 | 50'000 | 39'140 | 22'973 | 100.00% | 100.00% |
13.12.2021 | 3.93% | 0.46 | 0.48 | 89'119 | 50'000 | 85'595 | 50'000 | 47'622 | 28'950 | 100.00% | 100.00% |
10.12.2021 | 3.15% | 0.56 | 0.58 | 85'651 | 50'000 | 82'214 | 50'000 | 52'117 | 32'757 | 82.34% | 82.34% |
09.12.2021 | 3.03% | 0.68 | 0.70 | 80'000 | 50'000 | 80'083 | 50'000 | 52'135 | 33'552 | 87.45% | 87.45% |
08.12.2021 | 3.04% | 0.65 | 0.67 | 80'000 | 50'000 | 80'530 | 50'000 | 52'304 | 33'488 | 82.91% | 82.91% |
07.12.2021 | 3.81% | 0.57 | 0.60 | 88'002 | 50'000 | 91'154 | 50'000 | 48'646 | 27'750 | 95.14% | 95.14% |