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 | - | - |
17.12.2021 | - | - | 0.10 | 0 | 200'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
16.12.2021 | - | - | 0.10 | 0 | 400'000 | 0 | 0 | 0 | 0 | 0.00% | 95.39% |
15.12.2021 | 147.36% | 0.01 | 0.05 | 400'000 | 400'000 | 251'643 | 251'643 | 2'503 | 16'053 | 78.81% | 99.20% |
14.12.2021 | 151.34% | 0.02 | 0.07 | 400'000 | 400'000 | 242'761 | 242'761 | 2'675 | 17'479 | 99.12% | 99.12% |
13.12.2021 | 97.26% | 0.02 | 0.07 | 200'000 | 200'000 | 121'549 | 121'549 | 3'026 | 8'752 | 99.34% | 99.34% |
10.12.2021 | 65.10% | 0.03 | 0.07 | 200'000 | 200'000 | 120'836 | 120'836 | 4'485 | 9'505 | 97.14% | 97.14% |
09.12.2021 | 43.96% | 0.05 | 0.08 | 200'000 | 200'000 | 121'152 | 121'152 | 6'401 | 10'036 | 98.69% | 98.69% |
08.12.2021 | 33.06% | 0.09 | 0.12 | 200'000 | 200'000 | 121'306 | 121'306 | 9'374 | 13'013 | 97.72% | 97.72% |
07.12.2021 | 21.26% | 0.09 | 0.12 | 200'000 | 200'000 | 121'320 | 121'320 | 14'950 | 18'590 | 97.94% | 97.94% |