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 | 400'000 | 0 | 0 | 0 | 0 | 0.00% | 98.84% |
16.12.2021 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 98.60% |
15.12.2021 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 99.15% |
14.12.2021 | 120.00% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 873'306 | 873'306 | 4'367 | 17'466 | 17.42% | 98.76% |
13.12.2021 | 120.00% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 615'747 | 615'747 | 3'079 | 12'315 | 82.99% | 99.26% |
10.12.2021 | 120.00% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 678'346 | 678'346 | 3'392 | 13'567 | 99.13% | 99.13% |
09.12.2021 | 120.00% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 679'148 | 679'148 | 3'396 | 13'583 | 98.95% | 98.95% |
08.12.2021 | 120.00% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 681'954 | 681'954 | 3'410 | 13'639 | 98.17% | 98.17% |
07.12.2021 | 77.95% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 680'246 | 680'246 | 5'744 | 13'605 | 98.17% | 98.17% |