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 | - | - |
25.10.2021 | 5.14% | 0.16 | 0.17 | 320'000 | 200'000 | 267'276 | 200'000 | 50'604 | 40'004 | 77.52% | 77.52% |
22.10.2021 | 4.32% | 0.20 | 0.21 | 250'000 | 200'000 | 223'679 | 200'000 | 50'633 | 47'683 | 100.00% | 100.00% |
21.10.2021 | 3.46% | 0.26 | 0.27 | 200'000 | 200'000 | 200'001 | 200'000 | 57'140 | 59'140 | 100.00% | 100.00% |
20.10.2021 | 3.84% | 0.23 | 0.24 | 220'000 | 200'000 | 201'254 | 200'000 | 51'468 | 53'170 | 100.00% | 100.00% |
19.10.2021 | 3.71% | 0.27 | 0.28 | 200'000 | 200'000 | 200'000 | 200'000 | 52'998 | 54'998 | 100.00% | 100.00% |
18.10.2021 | 3.77% | 0.27 | 0.28 | 200'000 | 200'000 | 201'530 | 200'000 | 52'501 | 54'140 | 100.00% | 100.00% |
15.10.2021 | 3.69% | 0.28 | 0.29 | 200'000 | 200'000 | 200'017 | 200'000 | 53'259 | 55'255 | 100.00% | 100.00% |
14.10.2021 | 2.78% | 0.33 | 0.34 | 200'000 | 200'000 | 200'000 | 200'000 | 71'262 | 73'262 | 100.00% | 100.00% |
13.10.2021 | 2.29% | 0.41 | 0.42 | 200'000 | 200'000 | 200'000 | 200'000 | 86'285 | 88'285 | 98.25% | 98.25% |