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 | 3.75% | 0.17 | 0.18 | 100'000 | 100'000 | 59'259 | 59'259 | 18'603 | 19'338 | 77.84% | 77.84% |
22.10.2021 | 1.50% | 0.61 | 0.62 | 200'000 | 200'000 | 89'503 | 89'503 | 57'929 | 58'824 | 99.34% | 99.34% |
21.10.2021 | 1.63% | 0.68 | 0.69 | 200'000 | 200'000 | 78'279 | 78'279 | 66'839 | 67'746 | 97.20% | 97.20% |
20.10.2021 | 1.05% | 0.93 | 0.94 | 200'000 | 200'000 | 89'495 | 89'495 | 84'558 | 85'453 | 99.58% | 99.58% |
19.10.2021 | 1.18% | 0.90 | 0.91 | 200'000 | 200'000 | 89'451 | 89'451 | 77'283 | 78'177 | 99.22% | 99.22% |
18.10.2021 | 0.93% | 0.98 | 0.99 | 200'000 | 200'000 | 89'558 | 89'558 | 92'411 | 93'306 | 99.48% | 99.48% |
15.10.2021 | 0.75% | 1.23 | 1.24 | 200'000 | 200'000 | 88'742 | 88'742 | 116'660 | 117'547 | 98.09% | 98.09% |
14.10.2021 | 0.72% | 1.38 | 1.39 | 200'000 | 200'000 | 89'668 | 89'668 | 124'188 | 125'084 | 98.27% | 98.27% |
13.10.2021 | 0.69% | 1.47 | 1.48 | 200'000 | 200'000 | 90'341 | 90'341 | 131'734 | 132'637 | 97.95% | 97.95% |