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 | - | - | 0.03 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 95.06% |
16.12.2021 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 93.32% |
15.12.2021 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 99.05% |
14.12.2021 | 120.00% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 5'000 | 20'000 | 1.87% | 99.21% |
13.12.2021 | 120.00% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 5'000 | 20'000 | 54.16% | 97.08% |
10.12.2021 | 53.42% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 14'376 | 24'376 | 97.78% | 97.78% |
09.12.2021 | 41.62% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 19'260 | 29'260 | 97.05% | 97.05% |
08.12.2021 | 35.26% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 23'963 | 33'963 | 97.95% | 97.95% |
07.12.2021 | 26.95% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 32'648 | 42'648 | 96.27% | 96.27% |