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 | - | - |
22.10.2021 | 2.53% | 0.34 | 0.35 | 400'000 | 400'000 | 201'104 | 201'104 | 79'057 | 81'068 | 78.12% | 78.12% |
21.10.2021 | 1.88% | 0.54 | 0.55 | 400'000 | 400'000 | 243'707 | 243'707 | 127'916 | 130'353 | 100.00% | 100.00% |
20.10.2021 | 1.79% | 0.44 | 0.45 | 400'000 | 400'000 | 177'031 | 177'031 | 93'834 | 95'604 | 100.00% | 100.00% |
19.10.2021 | 1.51% | 0.61 | 0.62 | 200'000 | 200'000 | 121'983 | 121'983 | 80'256 | 81'476 | 99.17% | 99.17% |
18.10.2021 | 1.20% | 0.76 | 0.77 | 200'000 | 200'000 | 121'802 | 121'802 | 100'888 | 102'106 | 100.00% | 100.00% |
15.10.2021 | 1.08% | 0.84 | 0.85 | 200'000 | 200'000 | 121'853 | 121'853 | 111'073 | 112'291 | 100.00% | 100.00% |
14.10.2021 | 0.75% | 1.17 | 1.18 | 200'000 | 200'000 | 121'675 | 121'675 | 158'872 | 160'089 | 99.79% | 99.79% |
13.10.2021 | 0.63% | 1.70 | 1.71 | 200'000 | 200'000 | 121'613 | 121'613 | 195'041 | 196'257 | 99.71% | 99.71% |
12.10.2021 | 0.67% | 1.45 | 1.46 | 200'000 | 200'000 | 121'394 | 121'394 | 180'672 | 181'886 | 99.47% | 99.47% |