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 | - | - |
16.09.2021 | 9.17% | 0.08 | 0.09 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 105'520 | 115'520 | 69.94% | 69.94% |
15.09.2021 | 5.91% | 0.16 | 0.17 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 164'782 | 174'782 | 100.00% | 100.00% |
14.09.2021 | 7.21% | 0.15 | 0.16 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 134'483 | 144'483 | 99.56% | 99.56% |
13.09.2021 | 7.63% | 0.14 | 0.14 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 126'949 | 136'949 | 99.70% | 99.70% |
10.09.2021 | 5.33% | 0.18 | 0.19 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 182'880 | 192'880 | 100.00% | 100.00% |
09.09.2021 | 6.01% | 0.17 | 0.18 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 161'734 | 171'734 | 99.70% | 99.70% |
08.09.2021 | 6.74% | 0.13 | 0.14 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 144'235 | 154'235 | 99.89% | 99.89% |
07.09.2021 | 4.86% | 0.17 | 0.18 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 201'573 | 211'573 | 99.92% | 99.92% |
06.09.2021 | 5.06% | 0.19 | 0.20 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 192'854 | 202'854 | 99.93% | 99.93% |