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 | 118.41% | 0.00 | 0.02 | 1'000'000 | 250'000 | 999'932 | 250'000 | 11'517 | 5'579 | 98.40% | 98.40% |
16.09.2021 | 17.80% | 0.03 | 0.03 | 1'000'000 | 250'000 | 987'180 | 249'919 | 27'430 | 8'198 | 98.42% | 98.42% |
15.09.2021 | 18.17% | 0.02 | 0.03 | 1'000'000 | 250'000 | 1'000'000 | 250'205 | 25'796 | 7'708 | 99.66% | 100.00% |
14.09.2021 | 8.61% | 0.05 | 0.06 | 1'000'000 | 500'000 | 897'341 | 425'093 | 50'064 | 26'120 | 100.00% | 100.00% |
13.09.2021 | 7.04% | 0.06 | 0.06 | 725'000 | 375'000 | 735'972 | 368'297 | 50'506 | 27'317 | 100.00% | 100.00% |
10.09.2021 | 7.24% | 0.06 | 0.07 | 925'000 | 475'000 | 761'582 | 391'620 | 50'713 | 28'054 | 100.00% | 100.00% |
09.09.2021 | 7.61% | 0.07 | 0.07 | 725'000 | 375'000 | 804'393 | 411'771 | 50'869 | 28'115 | 100.00% | 100.00% |
08.09.2021 | 7.05% | 0.06 | 0.07 | 850'000 | 425'000 | 735'596 | 377'091 | 50'376 | 27'732 | 100.00% | 100.00% |
07.09.2021 | 8.36% | 0.11 | 0.12 | 475'000 | 475'000 | 463'408 | 460'515 | 51'446 | 55'643 | 99.05% | 99.05% |