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 | - | - | 0.01 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 77.58% |
16.09.2021 | - | - | 0.01 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 83.77% |
15.09.2021 | 66.67% | 0.01 | 0.01 | 500'000 | 100'000 | 499'996 | 100'000 | 5'000 | 2'000 | 4.72% | 92.98% |
14.09.2021 | 38.33% | 0.02 | 0.03 | 500'000 | 100'000 | 500'000 | 100'000 | 10'730 | 3'146 | 95.24% | 95.24% |
13.09.2021 | 12.79% | 0.06 | 0.07 | 439'907 | 100'000 | 414'395 | 100'000 | 30'478 | 8'400 | 98.78% | 98.78% |
10.09.2021 | 12.30% | 0.09 | 0.10 | 396'906 | 100'000 | 388'581 | 100'000 | 31'386 | 9'555 | 99.74% | 99.74% |
09.09.2021 | 44.19% | 0.02 | 0.03 | 500'000 | 100'000 | 500'000 | 100'000 | 9'535 | 2'907 | 98.23% | 98.23% |
08.09.2021 | 22.96% | 0.03 | 0.04 | 500'000 | 100'000 | 500'000 | 100'000 | 19'880 | 4'976 | 99.26% | 99.26% |
07.09.2021 | 22.21% | 0.05 | 0.06 | 500'000 | 100'000 | 500'000 | 100'000 | 20'455 | 5'091 | 100.00% | 100.00% |