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 | 136.97% | 0.02 | 0.11 | 50'000 | 50'000 | 50'000 | 50'000 | 1'057 | 5'601 | 100.00% | 100.00% |
16.12.2021 | 15.52% | 0.16 | 0.24 | 220'000 | 220'000 | 82'801 | 82'801 | 26'544 | 32'108 | 91.76% | 91.76% |
15.12.2021 | 40.42% | 0.04 | 0.07 | 250'000 | 250'000 | 92'824 | 92'824 | 4'942 | 7'726 | 99.16% | 99.16% |
14.12.2021 | 21.69% | 0.06 | 0.09 | 250'000 | 250'000 | 92'477 | 92'477 | 10'775 | 13'550 | 98.94% | 98.94% |
13.12.2021 | 7.74% | 0.22 | 0.25 | 230'000 | 230'000 | 86'733 | 86'733 | 28'900 | 31'502 | 97.91% | 97.91% |
10.12.2021 | 9.57% | 0.24 | 0.27 | 250'000 | 250'000 | 87'682 | 87'682 | 25'799 | 28'429 | 95.10% | 95.10% |
09.12.2021 | 9.01% | 0.30 | 0.33 | 250'000 | 250'000 | 90'841 | 90'841 | 28'678 | 31'403 | 97.78% | 97.78% |
08.12.2021 | 7.13% | 0.33 | 0.36 | 250'000 | 250'000 | 91'464 | 91'465 | 35'406 | 38'150 | 97.98% | 97.98% |
07.12.2021 | 9.52% | 0.41 | 0.44 | 250'000 | 250'000 | 92'789 | 92'789 | 30'930 | 33'714 | 97.63% | 97.63% |