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 | - | - | 0.11 | 0 | 50'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
16.12.2021 | - | - | 0.11 | 0 | 250'000 | 0 | 0 | 0 | 0 | 0.00% | 95.40% |
15.12.2021 | 165.47% | 0.01 | 0.06 | 250'000 | 250'000 | 92'823 | 92'823 | 692 | 5'755 | 99.16% | 99.16% |
14.12.2021 | 165.04% | 0.02 | 0.06 | 250'000 | 250'000 | 94'356 | 94'356 | 724 | 5'850 | 95.56% | 99.12% |
13.12.2021 | 143.09% | 0.01 | 0.06 | 250'000 | 250'000 | 92'934 | 92'934 | 1'006 | 5'762 | 99.23% | 99.23% |
10.12.2021 | 83.10% | 0.03 | 0.06 | 250'000 | 250'000 | 92'557 | 92'557 | 2'258 | 5'740 | 98.99% | 98.99% |
09.12.2021 | 87.10% | 0.03 | 0.06 | 250'000 | 250'000 | 92'964 | 92'964 | 2'177 | 5'764 | 99.10% | 99.10% |
08.12.2021 | 53.64% | 0.04 | 0.07 | 250'000 | 250'000 | 92'977 | 92'977 | 3'877 | 6'666 | 99.24% | 99.24% |
07.12.2021 | 31.41% | 0.06 | 0.09 | 250'000 | 250'000 | 92'784 | 92'784 | 6'495 | 9'279 | 99.02% | 99.02% |