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 | - | - |
27.09.2021 | 175.00% | 0.00 | 0.02 | 1'000'000 | 250'000 | 999'672 | 250'000 | 1'000 | 3'750 | 86.24% | 86.24% |
24.09.2021 | 175.00% | 0.00 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 1'000 | 3'750 | 100.00% | 100.00% |
23.09.2021 | 165.02% | 0.00 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 1'830 | 3'865 | 100.00% | 100.00% |
22.09.2021 | 48.14% | 0.02 | 0.03 | 1'000'000 | 250'000 | 1'000'000 | 249'964 | 16'059 | 6'532 | 100.00% | 100.00% |
21.09.2021 | 51.93% | 0.03 | 0.04 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'394 | 6'352 | 100.00% | 100.00% |
20.09.2021 | 57.50% | 0.02 | 0.03 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 12'831 | 5'711 | 90.05% | 90.05% |
17.09.2021 | 81.16% | 0.01 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 11'490 | 5'609 | 100.00% | 100.00% |
16.09.2021 | 32.79% | 0.02 | 0.03 | 1'000'000 | 250'000 | 998'747 | 290'305 | 31'717 | 12'826 | 100.00% | 100.00% |
15.09.2021 | 13.17% | 0.06 | 0.07 | 850'000 | 425'000 | 710'703 | 366'062 | 50'414 | 29'649 | 100.00% | 100.00% |