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 | - | - |
15.10.2021 | 175.00% | 0.00 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 1'000 | 3'750 | 99.17% | 99.17% |
14.10.2021 | 34.94% | 0.00 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 14'393 | 4'946 | 94.11% | 94.11% |
13.10.2021 | 19.62% | 0.02 | 0.03 | 1'000'000 | 250'000 | 999'845 | 250'000 | 23'376 | 7'095 | 99.98% | 99.98% |
12.10.2021 | 18.85% | 0.03 | 0.03 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 24'558 | 7'390 | 100.00% | 100.00% |
11.10.2021 | 16.64% | 0.03 | 0.04 | 1'000'000 | 250'000 | 999'977 | 249'957 | 27'880 | 8'219 | 100.00% | 100.00% |
08.10.2021 | 12.46% | 0.04 | 0.05 | 985'300 | 250'000 | 990'337 | 265'932 | 38'597 | 11'819 | 99.77% | 99.77% |
07.10.2021 | 7.50% | 0.09 | 0.09 | 575'000 | 300'000 | 748'383 | 404'689 | 51'024 | 30'498 | 100.00% | 100.00% |
06.10.2021 | 7.40% | 0.12 | 0.13 | 425'000 | 425'000 | 536'326 | 395'156 | 50'898 | 42'164 | 100.00% | 100.00% |
05.10.2021 | 7.05% | 0.14 | 0.15 | 375'000 | 375'000 | 443'383 | 409'490 | 52'242 | 52'865 | 100.00% | 100.00% |