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 | - | - |
25.10.2021 | 1.49% | 0.27 | 0.28 | 200'000 | 200'000 | 77'523 | 77'523 | 48'331 | 49'106 | 89.44% | 89.44% |
22.10.2021 | 1.01% | 0.93 | 0.94 | 200'000 | 200'000 | 89'504 | 89'504 | 86'883 | 87'778 | 99.34% | 99.34% |
21.10.2021 | 1.18% | 1.01 | 1.02 | 200'000 | 200'000 | 78'277 | 78'277 | 94'431 | 95'338 | 97.20% | 97.20% |
20.10.2021 | 0.75% | 1.30 | 1.31 | 200'000 | 200'000 | 89'496 | 89'496 | 117'659 | 118'554 | 99.58% | 99.58% |
19.10.2021 | 0.83% | 1.27 | 1.28 | 200'000 | 200'000 | 89'452 | 89'452 | 109'861 | 110'756 | 99.22% | 99.22% |
18.10.2021 | 0.69% | 1.35 | 1.36 | 200'000 | 200'000 | 89'558 | 89'558 | 125'628 | 126'524 | 99.48% | 99.48% |
15.10.2021 | 0.59% | 1.60 | 1.61 | 200'000 | 200'000 | 88'744 | 88'744 | 149'608 | 150'495 | 98.09% | 98.09% |
14.10.2021 | 0.57% | 1.75 | 1.76 | 200'000 | 200'000 | 89'668 | 89'668 | 157'352 | 158'249 | 98.26% | 98.26% |
13.10.2021 | 0.55% | 1.84 | 1.85 | 200'000 | 200'000 | 90'362 | 90'362 | 165'403 | 166'307 | 97.91% | 97.91% |