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 | 3.85% | 0.70 | 0.77 | 80'000 | 20'000 | 70'000 | 20'000 | 53'540 | 15'897 | 42.86% | 94.59% |
17.11.2021 | 3.79% | 0.78 | 0.81 | 70'000 | 20'000 | 69'555 | 20'000 | 54'065 | 16'154 | 100.00% | 100.00% |
16.11.2021 | 3.32% | 0.82 | 0.85 | 70'000 | 20'000 | 61'448 | 20'000 | 54'610 | 18'406 | 100.00% | 100.00% |
15.11.2021 | 2.45% | 0.84 | 0.86 | 60'000 | 20'000 | 67'840 | 20'000 | 54'648 | 16'533 | 100.00% | 100.00% |
12.11.2021 | 2.97% | 0.69 | 0.71 | 80'000 | 20'000 | 80'002 | 20'000 | 53'184 | 13'696 | 100.00% | 100.00% |
11.11.2021 | 3.23% | 0.63 | 0.65 | 80'000 | 20'000 | 88'462 | 20'000 | 53'828 | 12'578 | 100.00% | 100.00% |
10.11.2021 | 3.51% | 0.57 | 0.59 | 90'000 | 20'000 | 93'586 | 20'000 | 52'458 | 11'635 | 100.00% | 100.00% |
09.11.2021 | 3.50% | 0.53 | 0.55 | 100'000 | 20'000 | 92'817 | 20'000 | 52'157 | 11'654 | 100.00% | 100.00% |
08.11.2021 | 4.40% | 0.54 | 0.56 | 100'000 | 20'000 | 62'870 | 16'553 | 37'155 | 10'217 | 100.00% | 100.00% |