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 | - | - |
18.11.2021 | 0.52% | 1.85 | 1.92 | 50'000 | 50'000 | 50'000 | 50'000 | 96'232 | 96'732 | 42.86% | 91.86% |
17.11.2021 | 1.05% | 1.89 | 1.91 | 25'000 | 25'000 | 25'000 | 25'000 | 47'539 | 48'039 | 100.00% | 100.00% |
16.11.2021 | 1.12% | 1.84 | 1.86 | 25'000 | 25'000 | 25'000 | 25'000 | 44'250 | 44'750 | 100.00% | 100.00% |
15.11.2021 | 1.14% | 1.75 | 1.77 | 25'000 | 25'000 | 25'000 | 25'000 | 43'784 | 44'284 | 100.00% | 100.00% |
12.11.2021 | 1.23% | 1.63 | 1.65 | 25'000 | 25'000 | 25'000 | 25'000 | 40'398 | 40'898 | 83.23% | 83.23% |
11.11.2021 | 1.14% | 1.70 | 1.72 | 25'000 | 25'000 | 25'000 | 25'000 | 43'701 | 44'201 | 98.96% | 98.96% |
10.11.2021 | 0.53% | 1.89 | 1.90 | 50'000 | 50'000 | 50'000 | 50'000 | 94'927 | 95'427 | 99.06% | 99.06% |
09.11.2021 | 0.49% | 1.98 | 1.99 | 50'000 | 50'000 | 50'000 | 50'000 | 102'186 | 102'686 | 98.57% | 98.57% |
08.11.2021 | 0.50% | 2.04 | 2.05 | 50'000 | 50'000 | 50'000 | 50'000 | 99'475 | 99'975 | 100.00% | 100.00% |