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 | - | - |
21.01.2022 | 44.78% | 0.12 | 0.20 | 90'000 | 90'000 | 90'000 | 90'000 | 11'338 | 17'753 | 74.66% | 74.66% |
20.01.2022 | 2.53% | 0.39 | 0.40 | 300'000 | 300'000 | 134'310 | 134'310 | 52'932 | 54'275 | 98.39% | 98.39% |
19.01.2022 | 2.25% | 0.38 | 0.39 | 300'000 | 300'000 | 135'056 | 135'056 | 58'499 | 59'849 | 97.51% | 97.51% |
18.01.2022 | 2.17% | 0.42 | 0.43 | 300'000 | 300'000 | 133'966 | 133'966 | 60'531 | 61'871 | 95.99% | 95.99% |
17.01.2022 | 1.75% | 0.56 | 0.57 | 90'000 | 90'000 | 90'000 | 90'000 | 51'022 | 51'922 | 99.42% | 99.42% |
14.01.2022 | 1.89% | 0.49 | 0.50 | 300'000 | 300'000 | 130'990 | 130'990 | 68'638 | 69'947 | 95.89% | 95.89% |
13.01.2022 | 1.46% | 0.62 | 0.63 | 300'000 | 300'000 | 133'155 | 133'155 | 89'466 | 90'798 | 97.93% | 97.93% |
12.01.2022 | 1.41% | 0.66 | 0.67 | 300'000 | 300'000 | 132'924 | 132'924 | 93'661 | 94'991 | 97.93% | 97.93% |
11.01.2022 | 1.71% | 0.65 | 0.66 | 300'000 | 300'000 | 130'073 | 130'073 | 75'995 | 77'296 | 95.52% | 95.52% |