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 | - | - |
17.12.2021 | 163.64% | 0.00 | 0.01 | 1'000'000 | 250'000 | 999'392 | 250'000 | 999 | 2'500 | 100.00% | 100.00% |
16.12.2021 | 99.78% | 0.01 | 0.02 | 1'000'000 | 250'000 | 999'809 | 249'998 | 5'032 | 3'758 | 58.73% | 58.73% |
15.12.2021 | 117.73% | 0.00 | 0.02 | 1'000'000 | 250'000 | 999'988 | 249'909 | 3'933 | 3'458 | 49.48% | 49.48% |
14.12.2021 | 99.52% | 0.01 | 0.02 | 250'000 | 250'000 | 949'919 | 250'000 | 4'804 | 3'768 | 56.48% | 56.49% |
13.12.2021 | 49.29% | 0.01 | 0.02 | 250'000 | 250'000 | 941'194 | 250'000 | 14'587 | 6'360 | 40.94% | 40.94% |
10.12.2021 | 35.61% | 0.02 | 0.03 | 1'000'000 | 250'000 | 1'000'000 | 249'824 | 23'566 | 8'386 | 99.98% | 99.98% |
09.12.2021 | 24.31% | 0.03 | 0.04 | 1'000'000 | 250'000 | 999'772 | 250'192 | 36'428 | 11'620 | 99.97% | 99.97% |
08.12.2021 | 20.08% | 0.05 | 0.06 | 1'000'000 | 500'000 | 998'999 | 331'680 | 45'187 | 18'703 | 98.27% | 98.27% |
07.12.2021 | 17.91% | 0.06 | 0.07 | 925'000 | 475'000 | 966'181 | 440'195 | 49'249 | 27'116 | 99.48% | 99.48% |