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 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 99.84% |
16.12.2021 | - | - | 0.02 | 0 | 200'000 | 0 | 0 | 0 | 0 | 0.00% | 96.66% |
15.12.2021 | - | - | 0.02 | 0 | 200'000 | 0 | 0 | 0 | 0 | 0.00% | 98.85% |
14.12.2021 | - | - | 0.02 | 0 | 200'000 | 0 | 0 | 0 | 0 | 0.00% | 97.28% |
13.12.2021 | 142.86% | 0.01 | 0.03 | 200'000 | 200'000 | 102'792 | 102'792 | 514 | 3'084 | 79.99% | 97.92% |
10.12.2021 | 142.86% | 0.01 | 0.03 | 200'000 | 200'000 | 120'015 | 120'015 | 600 | 3'600 | 97.38% | 97.38% |
09.12.2021 | 142.86% | 0.01 | 0.03 | 200'000 | 200'000 | 120'700 | 120'700 | 604 | 3'621 | 97.96% | 98.70% |
08.12.2021 | 142.20% | 0.01 | 0.03 | 200'000 | 200'000 | 217'278 | 217'278 | 1'102 | 6'518 | 94.76% | 94.76% |
07.12.2021 | 71.38% | 0.01 | 0.03 | 400'000 | 400'000 | 238'464 | 238'464 | 2'475 | 5'582 | 96.47% | 96.47% |