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 | - | - |
17.09.2021 | 0.34% | 2.83 | 2.84 | 500'000 | 500'000 | 500'000 | 500'000 | 1'472'520 | 1'477'520 | 92.56% | 92.56% |
16.09.2021 | 0.35% | 2.86 | 2.87 | 500'000 | 500'000 | 500'000 | 500'000 | 1'446'830 | 1'451'830 | 91.63% | 91.63% |
15.09.2021 | 0.35% | 2.71 | 2.72 | 500'000 | 500'000 | 500'000 | 500'000 | 1'435'540 | 1'440'540 | 100.00% | 100.00% |
14.09.2021 | 0.34% | 2.88 | 2.89 | 500'000 | 500'000 | 500'000 | 500'000 | 1'460'300 | 1'465'300 | 99.66% | 99.66% |
13.09.2021 | 0.34% | 2.88 | 2.89 | 500'000 | 500'000 | 500'000 | 500'000 | 1'487'380 | 1'492'380 | 99.67% | 99.67% |
10.09.2021 | 0.35% | 2.71 | 2.72 | 500'000 | 500'000 | 500'000 | 500'000 | 1'407'350 | 1'412'350 | 97.13% | 97.13% |
09.09.2021 | 0.38% | 2.81 | 2.82 | 500'000 | 500'000 | 500'000 | 500'000 | 1'330'530 | 1'335'530 | 98.66% | 98.66% |
08.09.2021 | 0.35% | 2.76 | 2.77 | 500'000 | 500'000 | 500'000 | 500'000 | 1'416'320 | 1'421'320 | 99.90% | 99.90% |
07.09.2021 | 0.30% | 3.20 | 3.21 | 500'000 | 500'000 | 500'000 | 500'000 | 1'639'870 | 1'644'870 | 98.51% | 98.51% |