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 | 20.91% | 0.03 | 0.04 | 600'000 | 200'000 | 600'000 | 200'000 | 26'937 | 10'979 | 100.00% | 100.00% |
16.09.2021 | 11.86% | 0.09 | 0.10 | 600'000 | 200'000 | 675'230 | 225'077 | 54'204 | 20'319 | 100.00% | 100.00% |
15.09.2021 | 7.00% | 0.11 | 0.12 | 600'000 | 200'000 | 600'000 | 200'000 | 82'995 | 29'665 | 99.96% | 99.96% |
14.09.2021 | 8.16% | 0.12 | 0.13 | 750'000 | 250'000 | 750'000 | 250'000 | 88'364 | 31'955 | 99.92% | 99.92% |
13.09.2021 | 7.79% | 0.14 | 0.15 | 750'000 | 250'000 | 737'636 | 245'879 | 92'690 | 33'355 | 100.00% | 100.00% |
10.09.2021 | 9.00% | 0.13 | 0.14 | 750'000 | 250'000 | 750'000 | 250'000 | 80'594 | 29'365 | 100.00% | 100.00% |
09.09.2021 | 6.78% | 0.11 | 0.12 | 750'000 | 250'000 | 750'000 | 250'000 | 107'658 | 38'386 | 98.03% | 98.03% |
08.09.2021 | 11.84% | 0.11 | 0.12 | 750'000 | 250'000 | 750'000 | 250'000 | 60'518 | 22'673 | 99.89% | 99.89% |
07.09.2021 | 14.92% | 0.08 | 0.09 | 750'000 | 250'000 | 750'000 | 250'000 | 46'777 | 18'092 | 99.98% | 99.98% |