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 | - | - |
23.08.2021 | - | 0.03 | - | 500'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 78.33% |
20.08.2021 | 2.09% | 0.22 | 0.25 | 230'000 | 100'000 | 110'316 | 54'634 | 52'177 | 26'472 | 72.35% | 87.10% |
19.08.2021 | 1.35% | 0.50 | 0.51 | 100'000 | 100'000 | 75'750 | 61'148 | 55'588 | 44'828 | 96.23% | 96.23% |
18.08.2021 | 2.93% | 0.37 | 0.38 | 140'000 | 100'000 | 153'747 | 60'729 | 51'712 | 21'001 | 100.00% | 100.00% |
17.08.2021 | 3.06% | 0.31 | 0.32 | 170'000 | 100'000 | 160'515 | 87'912 | 51'680 | 30'078 | 24.69% | 99.86% |
16.08.2021 | 3.24% | 0.43 | 0.44 | 120'000 | 100'000 | 164'341 | 85'770 | 51'445 | 31'926 | 24.81% | 95.49% |
13.08.2021 | 4.35% | 0.14 | 0.22 | 360'000 | 100'000 | 224'564 | 52'375 | 50'534 | 12'308 | 21.65% | 100.00% |
12.08.2021 | 2.94% | 0.28 | 0.30 | 180'000 | 100'000 | 153'357 | 60'729 | 51'782 | 21'423 | 100.00% | 100.00% |
11.08.2021 | 3.16% | 0.39 | 0.40 | 130'000 | 100'000 | 160'151 | 61'349 | 51'828 | 20'306 | 86.52% | 99.98% |