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 | - | - |
19.10.2021 | 4.61% | 0.58 | 0.58 | 100'000 | 100'000 | 100'000 | 100'000 | 57'530 | 60'133 | 78.16% | 99.97% |
18.10.2021 | 1.32% | 0.69 | 0.70 | 100'000 | 100'000 | 100'000 | 100'000 | 75'440 | 76'440 | 100.00% | 100.00% |
15.10.2021 | 1.17% | 0.76 | 0.77 | 100'000 | 100'000 | 100'000 | 100'000 | 85'511 | 86'511 | 97.70% | 97.70% |
14.10.2021 | 0.79% | 1.11 | 1.12 | 100'000 | 100'000 | 100'000 | 100'000 | 127'203 | 128'203 | 100.00% | 100.00% |
13.10.2021 | 0.65% | 1.66 | 1.67 | 100'000 | 100'000 | 100'000 | 100'000 | 153'905 | 154'905 | 99.89% | 99.89% |
12.10.2021 | 0.69% | 1.40 | 1.41 | 100'000 | 100'000 | 100'000 | 100'000 | 143'956 | 144'956 | 100.00% | 100.00% |
11.10.2021 | 0.83% | 1.07 | 1.08 | 100'000 | 100'000 | 100'000 | 100'000 | 121'278 | 122'278 | 99.42% | 99.42% |
08.10.2021 | 0.84% | 1.14 | 1.15 | 100'000 | 100'000 | 100'000 | 100'000 | 118'461 | 119'461 | 99.98% | 99.98% |
07.10.2021 | 0.79% | 1.05 | 1.06 | 100'000 | 100'000 | 100'000 | 100'000 | 127'116 | 128'116 | 100.00% | 100.00% |