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 | - | - | 0.02 | 0 | 320'000 | 0 | 0 | 0 | 0 | 0.00% | 98.84% |
16.12.2021 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 98.61% |
15.12.2021 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 99.15% |
14.12.2021 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 98.75% |
13.12.2021 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 99.25% |
10.12.2021 | 120.00% | 0.01 | 0.02 | 320'000 | 1'000'000 | 320'000 | 320'000 | 1'600 | 6'400 | 1.68% | 99.13% |
09.12.2021 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 98.96% |
08.12.2021 | 120.00% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 5'000 | 20'000 | 10.18% | 98.17% |
07.12.2021 | 120.00% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 567'413 | 567'413 | 2'837 | 11'348 | 93.70% | 98.17% |