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 | 5.62% | 0.22 | 0.23 | 250'000 | 250'000 | 303'256 | 303'256 | 52'557 | 55'589 | 98.43% | 98.43% |
16.09.2021 | 6.37% | 0.15 | 0.16 | 325'000 | 325'000 | 343'356 | 343'356 | 52'178 | 55'611 | 98.43% | 98.43% |
15.09.2021 | 6.56% | 0.17 | 0.18 | 300'000 | 300'000 | 354'742 | 354'742 | 52'260 | 55'807 | 100.00% | 100.00% |
14.09.2021 | 7.93% | 0.13 | 0.14 | 375'000 | 375'000 | 424'750 | 424'750 | 51'465 | 55'712 | 100.00% | 100.00% |
13.09.2021 | 7.53% | 0.11 | 0.12 | 425'000 | 425'000 | 402'521 | 402'521 | 51'494 | 55'519 | 100.00% | 100.00% |
10.09.2021 | 6.49% | 0.18 | 0.19 | 300'000 | 300'000 | 352'753 | 352'753 | 52'641 | 56'168 | 100.00% | 100.00% |
09.09.2021 | 6.78% | 0.12 | 0.13 | 425'000 | 425'000 | 366'386 | 366'386 | 52'231 | 55'895 | 100.00% | 100.00% |
08.09.2021 | 6.54% | 0.14 | 0.15 | 375'000 | 375'000 | 354'874 | 354'874 | 52'520 | 56'069 | 100.00% | 100.00% |
07.09.2021 | 8.13% | 0.12 | 0.13 | 400'000 | 400'000 | 437'640 | 437'640 | 51'686 | 56'062 | 100.00% | 100.00% |