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 | - | - |
20.09.2021 | - | 0.08 | 0.13 | 48'000 | 48'000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
17.09.2021 | 4.28% | 0.19 | 0.20 | 120'000 | 120'000 | 120'000 | 120'000 | 27'724 | 28'924 | 99.96% | 99.96% |
16.09.2021 | 3.51% | 0.28 | 0.28 | 120'000 | 120'000 | 120'000 | 120'000 | 33'652 | 34'852 | 99.99% | 99.99% |
15.09.2021 | 3.61% | 0.26 | 0.27 | 120'000 | 120'000 | 120'000 | 120'000 | 32'705 | 33'905 | 100.00% | 100.00% |
14.09.2021 | 2.93% | 0.31 | 0.32 | 120'000 | 120'000 | 120'000 | 120'000 | 40'422 | 41'622 | 100.00% | 100.00% |
13.09.2021 | 2.85% | 0.34 | 0.35 | 120'000 | 120'000 | 120'000 | 120'000 | 41'682 | 42'882 | 99.60% | 99.60% |
10.09.2021 | 3.47% | 0.26 | 0.27 | 120'000 | 120'000 | 120'000 | 120'000 | 34'094 | 35'294 | 99.96% | 99.96% |
09.09.2021 | 4.06% | 0.28 | 0.30 | 120'000 | 120'000 | 117'022 | 117'022 | 28'347 | 29'517 | 100.00% | 100.00% |
08.09.2021 | 4.29% | 0.22 | 0.23 | 80'000 | 80'000 | 78'129 | 78'129 | 17'816 | 18'597 | 99.70% | 99.70% |