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 | - | - | 0.01 | 0 | 200'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
16.12.2021 | 44.39% | 0.02 | 0.03 | 300'000 | 150'000 | 299'892 | 189'991 | 6'070 | 5'493 | 100.00% | 100.00% |
15.12.2021 | 30.43% | 0.03 | 0.04 | 300'000 | 200'000 | 299'952 | 199'225 | 8'516 | 7'644 | 100.00% | 100.00% |
14.12.2021 | 15.02% | 0.05 | 0.06 | 300'000 | 150'000 | 300'000 | 130'546 | 18'788 | 9'365 | 100.00% | 100.00% |
13.12.2021 | 11.46% | 0.06 | 0.07 | 300'000 | 150'000 | 300'000 | 104'727 | 24'997 | 9'695 | 100.00% | 100.00% |
10.12.2021 | 11.24% | 0.09 | 0.10 | 300'000 | 100'000 | 300'000 | 115'105 | 25'398 | 10'781 | 99.99% | 99.99% |
09.12.2021 | 8.28% | 0.12 | 0.13 | 300'000 | 100'000 | 300'000 | 100'000 | 34'854 | 12'618 | 100.00% | 100.00% |
08.12.2021 | 6.83% | 0.12 | 0.13 | 300'000 | 100'000 | 300'000 | 100'000 | 42'586 | 15'195 | 100.00% | 100.00% |
07.12.2021 | 6.45% | 0.15 | 0.16 | 300'000 | 100'000 | 300'000 | 100'000 | 45'390 | 16'130 | 100.00% | 100.00% |