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 | 11.12% | 0.08 | 0.09 | 180'000 | 180'000 | 180'000 | 180'000 | 15'518 | 17'318 | 98.84% | 98.84% |
16.12.2021 | 4.00% | 0.14 | 0.14 | 830'000 | 830'000 | 375'962 | 375'962 | 86'231 | 89'990 | 98.60% | 98.60% |
15.12.2021 | 5.59% | 0.16 | 0.17 | 860'000 | 860'000 | 388'781 | 388'781 | 68'218 | 72'106 | 99.15% | 99.15% |
14.12.2021 | 5.66% | 0.16 | 0.17 | 870'000 | 870'000 | 394'032 | 394'032 | 67'494 | 71'434 | 98.75% | 98.75% |
13.12.2021 | 3.26% | 0.21 | 0.22 | 830'000 | 830'000 | 374'212 | 374'212 | 105'703 | 109'445 | 99.25% | 99.25% |
10.12.2021 | 3.45% | 0.27 | 0.28 | 870'000 | 870'000 | 392'564 | 392'564 | 111'934 | 115'860 | 99.13% | 99.13% |
09.12.2021 | 2.36% | 0.37 | 0.38 | 830'000 | 830'000 | 374'394 | 374'394 | 152'640 | 156'384 | 98.95% | 98.95% |
08.12.2021 | 2.51% | 0.39 | 0.40 | 850'000 | 850'000 | 383'526 | 383'526 | 150'806 | 154'641 | 98.17% | 98.17% |
07.12.2021 | 2.47% | 0.37 | 0.38 | 910'000 | 910'000 | 412'676 | 412'676 | 164'516 | 168'643 | 98.17% | 98.17% |