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 | - | - |
16.12.2021 | 0.14% | 9.13 | 9.08 | 100'000 | 100'000 | 100'000 | 100'000 | 902'310 | 903'581 | 29.79% | 34.30% |
15.12.2021 | 0.13% | 8.19 | 8.20 | 200'000 | 200'000 | 122'546 | 122'546 | 1'025'420 | 1'026'810 | 97.94% | 97.94% |
14.12.2021 | 0.14% | 8.06 | 8.07 | 200'000 | 200'000 | 122'655 | 122'655 | 1'035'830 | 1'037'270 | 97.47% | 97.47% |
13.12.2021 | 0.12% | 8.83 | 8.84 | 200'000 | 200'000 | 124'422 | 124'422 | 1'133'570 | 1'134'970 | 90.42% | 90.42% |
10.12.2021 | 0.12% | 8.90 | 8.91 | 200'000 | 200'000 | 124'260 | 124'260 | 1'134'270 | 1'135'680 | 91.02% | 91.02% |
09.12.2021 | 0.12% | 9.14 | 9.15 | 200'000 | 200'000 | 122'619 | 122'619 | 1'117'310 | 1'118'660 | 97.63% | 97.63% |
08.12.2021 | 0.13% | 8.92 | 8.93 | 200'000 | 200'000 | 124'355 | 124'355 | 1'129'410 | 1'130'820 | 90.67% | 90.67% |
07.12.2021 | 0.13% | 8.98 | 8.99 | 200'000 | 200'000 | 125'827 | 125'827 | 1'102'250 | 1'103'690 | 85.50% | 85.50% |
06.12.2021 | 0.13% | 7.95 | 7.96 | 200'000 | 200'000 | 124'365 | 124'365 | 993'203 | 994'532 | 90.63% | 90.63% |