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 | 10.12% | 0.14 | 0.15 | 400'000 | 400'000 | 549'563 | 370'692 | 51'649 | 40'143 | 99.20% | 99.20% |
16.12.2021 | 11.22% | 0.11 | 0.12 | 475'000 | 475'000 | 612'012 | 399'742 | 51'496 | 39'455 | 99.44% | 99.44% |
15.12.2021 | 18.56% | 0.06 | 0.07 | 925'000 | 475'000 | 993'917 | 422'083 | 48'757 | 25'179 | 99.77% | 99.77% |
14.12.2021 | 18.92% | 0.04 | 0.05 | 1'000'000 | 250'000 | 974'650 | 351'401 | 46'954 | 20'977 | 99.10% | 99.10% |
13.12.2021 | 15.50% | 0.05 | 0.06 | 1'000'000 | 500'000 | 843'793 | 421'746 | 50'290 | 29'519 | 99.82% | 99.82% |
10.12.2021 | 16.94% | 0.06 | 0.07 | 850'000 | 425'000 | 929'438 | 461'540 | 50'283 | 29'652 | 99.92% | 99.92% |
09.12.2021 | 18.10% | 0.06 | 0.07 | 925'000 | 475'000 | 980'894 | 444'178 | 49'463 | 27'102 | 100.00% | 100.00% |
08.12.2021 | 16.23% | 0.05 | 0.06 | 850'000 | 425'000 | 892'184 | 451'049 | 50'564 | 30'090 | 100.00% | 100.00% |
07.12.2021 | 28.39% | 0.03 | 0.04 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'464 | 10'116 | 100.00% | 100.00% |