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 | 175.00% | 0.00 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 1'000 | 3'750 | 98.39% | 98.39% |
16.09.2021 | 175.00% | 0.00 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 1'000 | 3'750 | 98.49% | 98.49% |
15.09.2021 | 175.00% | 0.00 | 0.02 | 1'000'000 | 250'000 | 999'913 | 250'000 | 1'000 | 3'750 | 100.00% | 100.00% |
14.09.2021 | 175.00% | 0.00 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 1'000 | 3'750 | 100.00% | 100.00% |
13.09.2021 | 173.74% | 0.00 | 0.02 | 1'000'000 | 250'000 | 994'223 | 250'000 | 1'050 | 3'772 | 99.94% | 99.94% |
10.09.2021 | 22.28% | 0.02 | 0.03 | 250'000 | 250'000 | 913'361 | 250'000 | 21'468 | 7'156 | 90.60% | 90.60% |
09.09.2021 | 9.56% | 0.03 | 0.04 | 1'000'000 | 250'000 | 917'827 | 362'202 | 46'684 | 21'145 | 100.00% | 100.00% |
08.09.2021 | 6.59% | 0.10 | 0.10 | 625'000 | 325'000 | 587'121 | 391'700 | 51'024 | 37'420 | 99.65% | 99.65% |
07.09.2021 | 6.08% | 0.14 | 0.15 | 375'000 | 375'000 | 328'785 | 328'626 | 52'449 | 55'714 | 100.00% | 100.00% |