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 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 99.84% |
16.12.2021 | - | - | 0.02 | 0 | 200'000 | 0 | 0 | 0 | 0 | 0.00% | 96.65% |
15.12.2021 | 142.86% | 0.01 | 0.02 | 100'000 | 200'000 | 100'000 | 100'000 | 500 | 3'000 | 58.68% | 98.84% |
14.12.2021 | 138.82% | 0.01 | 0.03 | 200'000 | 200'000 | 119'894 | 119'894 | 694 | 3'597 | 97.28% | 97.28% |
13.12.2021 | 107.06% | 0.01 | 0.03 | 200'000 | 200'000 | 120'586 | 120'586 | 1'041 | 3'618 | 97.92% | 97.92% |
10.12.2021 | 86.04% | 0.02 | 0.04 | 200'000 | 200'000 | 120'015 | 120'015 | 1'570 | 3'978 | 97.38% | 97.38% |
09.12.2021 | 100.00% | 0.01 | 0.03 | 200'000 | 200'000 | 121'290 | 121'290 | 1'213 | 3'639 | 98.70% | 98.70% |
08.12.2021 | 77.62% | 0.01 | 0.03 | 200'000 | 200'000 | 217'277 | 217'277 | 3'470 | 7'815 | 94.75% | 94.75% |
07.12.2021 | 30.97% | 0.03 | 0.05 | 400'000 | 400'000 | 238'455 | 238'455 | 7'579 | 10'677 | 96.48% | 96.48% |