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 | - | - |
17.09.2021 | 16.19% | 0.07 | 0.08 | 170'000 | 170'000 | 170'000 | 170'000 | 9'708 | 11'408 | 100.00% | 100.00% |
16.09.2021 | 14.14% | 0.07 | 0.08 | 840'000 | 840'000 | 376'284 | 376'284 | 25'419 | 29'182 | 99.25% | 99.25% |
15.09.2021 | 11.59% | 0.08 | 0.09 | 840'000 | 840'000 | 376'509 | 376'509 | 31'721 | 35'486 | 99.30% | 99.30% |
14.09.2021 | 10.59% | 0.08 | 0.09 | 890'000 | 890'000 | 399'929 | 399'929 | 33'734 | 37'733 | 99.25% | 99.25% |
13.09.2021 | 9.37% | 0.14 | 0.14 | 870'000 | 870'000 | 388'612 | 388'612 | 44'370 | 48'256 | 98.06% | 98.06% |
10.09.2021 | 15.18% | 0.06 | 0.07 | 1'000'000 | 1'000'000 | 457'218 | 457'218 | 28'206 | 32'778 | 99.24% | 99.24% |
09.09.2021 | 12.73% | 0.06 | 0.07 | 1'000'000 | 1'000'000 | 456'830 | 456'830 | 31'876 | 36'444 | 99.20% | 99.20% |
08.09.2021 | 13.29% | 0.10 | 0.11 | 1'000'000 | 1'000'000 | 469'724 | 469'724 | 33'111 | 37'808 | 97.77% | 97.77% |
07.09.2021 | 9.96% | 0.08 | 0.09 | 900'000 | 900'000 | 402'141 | 402'141 | 35'649 | 39'670 | 99.26% | 99.26% |