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 | - | - |
20.10.2021 | 12.39% | 0.08 | 0.15 | 400'000 | 400'000 | 177'031 | 177'031 | 34'093 | 39'068 | 100.00% | 100.00% |
19.10.2021 | 2.96% | 0.28 | 0.29 | 200'000 | 200'000 | 122'019 | 122'000 | 41'129 | 42'343 | 99.17% | 99.17% |
18.10.2021 | 1.97% | 0.44 | 0.45 | 200'000 | 200'000 | 121'801 | 121'801 | 61'636 | 62'854 | 100.00% | 100.00% |
15.10.2021 | 1.66% | 0.51 | 0.52 | 200'000 | 200'000 | 121'837 | 121'845 | 71'658 | 72'881 | 100.00% | 100.00% |
14.10.2021 | 0.99% | 0.85 | 0.86 | 200'000 | 200'000 | 121'821 | 121'820 | 120'221 | 121'439 | 99.98% | 99.98% |
13.10.2021 | 0.79% | 1.38 | 1.39 | 200'000 | 200'000 | 121'784 | 121'772 | 156'616 | 157'818 | 99.99% | 99.99% |
12.10.2021 | 0.85% | 1.13 | 1.14 | 200'000 | 200'000 | 121'600 | 121'589 | 142'263 | 143'466 | 99.73% | 99.73% |
11.10.2021 | 1.05% | 0.82 | 0.83 | 200'000 | 200'000 | 121'836 | 121'826 | 112'892 | 114'102 | 100.00% | 100.00% |
08.10.2021 | 1.08% | 0.88 | 0.89 | 200'000 | 200'000 | 122'046 | 122'040 | 112'781 | 113'996 | 98.92% | 98.92% |