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 | 175.00% | 0.00 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 1'000 | 3'750 | 98.42% | 98.42% |
16.09.2021 | 172.58% | 0.00 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 1'231 | 3'771 | 98.49% | 98.49% |
15.09.2021 | 98.33% | 0.02 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 9'594 | 4'743 | 100.00% | 100.00% |
14.09.2021 | 18.95% | 0.04 | 0.04 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 24'481 | 7'370 | 100.00% | 100.00% |
13.09.2021 | 10.12% | 0.04 | 0.04 | 1'000'000 | 250'000 | 968'564 | 374'152 | 46'108 | 20'443 | 100.00% | 100.00% |
10.09.2021 | 7.82% | 0.08 | 0.08 | 775'000 | 400'000 | 824'784 | 420'850 | 50'710 | 27'989 | 100.00% | 100.00% |
09.09.2021 | 10.27% | 0.06 | 0.06 | 850'000 | 425'000 | 977'678 | 322'739 | 45'630 | 17'261 | 100.00% | 100.00% |
08.09.2021 | 11.31% | 0.04 | 0.05 | 1'000'000 | 250'000 | 997'653 | 256'049 | 41'835 | 12'038 | 100.00% | 100.00% |
07.09.2021 | 5.87% | 0.07 | 0.08 | 725'000 | 375'000 | 612'810 | 317'417 | 51'024 | 28'052 | 100.00% | 100.00% |