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 | 3.26% | 0.32 | 0.33 | 600'000 | 75'000 | 600'000 | 75'000 | 181'599 | 23'450 | 100.00% | 100.00% |
16.09.2021 | 4.46% | 0.24 | 0.25 | 600'000 | 75'000 | 600'000 | 75'000 | 131'973 | 17'247 | 100.00% | 100.00% |
15.09.2021 | 5.35% | 0.22 | 0.23 | 600'000 | 150'000 | 637'293 | 150'000 | 117'006 | 29'398 | 99.96% | 99.96% |
14.09.2021 | 7.06% | 0.14 | 0.15 | 750'000 | 150'000 | 750'000 | 150'000 | 102'896 | 22'079 | 99.92% | 99.92% |
13.09.2021 | 7.12% | 0.16 | 0.17 | 750'000 | 150'000 | 764'750 | 150'000 | 104'850 | 22'146 | 100.00% | 100.00% |
10.09.2021 | 10.20% | 0.09 | 0.10 | 900'000 | 150'000 | 900'000 | 150'000 | 84'685 | 15'614 | 100.00% | 100.00% |
09.09.2021 | 7.51% | 0.11 | 0.12 | 900'000 | 150'000 | 900'000 | 150'000 | 115'829 | 20'805 | 98.04% | 98.04% |
08.09.2021 | 9.90% | 0.13 | 0.14 | 900'000 | 150'000 | 900'000 | 150'000 | 87'538 | 16'090 | 99.89% | 99.89% |
07.09.2021 | 11.77% | 0.07 | 0.08 | 900'000 | 150'000 | 900'000 | 150'000 | 72'816 | 13'636 | 99.97% | 99.97% |