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 | - | - | 0.01 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 94.61% |
16.09.2021 | - | - | 0.01 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 97.50% |
15.09.2021 | - | - | 0.01 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 99.39% |
14.09.2021 | 66.67% | 0.01 | 0.01 | 500'000 | 100'000 | 500'000 | 100'000 | 5'000 | 2'000 | 11.24% | 99.73% |
13.09.2021 | 66.67% | 0.01 | 0.02 | 500'000 | 100'000 | 499'999 | 100'000 | 5'000 | 2'000 | 60.05% | 99.10% |
10.09.2021 | 66.67% | 0.01 | 0.01 | 500'000 | 100'000 | 500'000 | 100'000 | 5'000 | 2'000 | 32.41% | 98.83% |
09.09.2021 | 66.67% | 0.01 | 0.02 | 500'000 | 100'000 | 500'000 | 100'000 | 5'000 | 2'000 | 96.15% | 98.86% |
08.09.2021 | 54.05% | 0.01 | 0.02 | 500'000 | 100'000 | 500'000 | 100'000 | 7'366 | 2'473 | 92.64% | 92.64% |
07.09.2021 | 33.87% | 0.02 | 0.03 | 500'000 | 100'000 | 500'000 | 100'000 | 12'684 | 3'537 | 97.80% | 97.80% |