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 | 7.94% | 0.02 | 0.02 | 1'000'000 | 250'000 | 623'968 | 354'883 | 48'536 | 35'571 | 90.49% | 90.49% |
16.09.2021 | 6.43% | 0.17 | 0.18 | 300'000 | 300'000 | 348'797 | 348'808 | 52'522 | 56'011 | 98.36% | 98.36% |
15.09.2021 | 7.47% | 0.12 | 0.13 | 375'000 | 375'000 | 398'190 | 398'195 | 51'367 | 55'350 | 100.00% | 100.00% |
14.09.2021 | 6.83% | 0.19 | 0.20 | 275'000 | 275'000 | 386'732 | 386'802 | 51'927 | 55'613 | 100.00% | 100.00% |
13.09.2021 | 6.29% | 0.09 | 0.10 | 550'000 | 550'000 | 359'144 | 355'753 | 52'102 | 55'148 | 100.00% | 100.00% |
10.09.2021 | 6.17% | 0.16 | 0.17 | 375'000 | 375'000 | 332'821 | 332'821 | 52'264 | 55'592 | 100.00% | 100.00% |
09.09.2021 | 5.72% | 0.20 | 0.21 | 250'000 | 250'000 | 305'752 | 305'986 | 51'881 | 54'983 | 100.00% | 100.00% |
08.09.2021 | 5.68% | 0.20 | 0.21 | 325'000 | 325'000 | 307'229 | 306'973 | 52'580 | 55'611 | 100.00% | 100.00% |
07.09.2021 | 4.09% | 0.22 | 0.23 | 250'000 | 250'000 | 220'504 | 220'282 | 52'796 | 54'955 | 100.00% | 100.00% |