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 | 100.00% | 0.01 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'000 | 3'750 | 99.86% | 99.86% |
16.12.2021 | 100.00% | 0.01 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'000 | 3'750 | 99.53% | 99.53% |
15.12.2021 | 100.00% | 0.01 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'000 | 3'750 | 99.68% | 99.68% |
14.12.2021 | 100.00% | 0.01 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'000 | 3'750 | 98.89% | 98.89% |
13.12.2021 | 82.14% | 0.01 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 7'805 | 4'451 | 99.91% | 99.91% |
10.12.2021 | 69.55% | 0.02 | 0.03 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 9'756 | 4'939 | 100.00% | 100.00% |
09.12.2021 | 73.21% | 0.01 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 9'019 | 4'755 | 100.00% | 100.00% |
08.12.2021 | 82.06% | 0.01 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 7'691 | 4'423 | 100.00% | 100.00% |
07.12.2021 | 68.32% | 0.01 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 9'752 | 4'938 | 100.00% | 100.00% |