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 | 66.67% | 0.01 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 | 5'000 | 99.92% | 99.92% |
16.12.2021 | 66.67% | 0.01 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 | 5'000 | 100.00% | 100.00% |
15.12.2021 | 66.67% | 0.01 | 0.02 | 1'000'000 | 250'000 | 999'962 | 250'000 | 10'000 | 5'000 | 99.82% | 99.82% |
14.12.2021 | 31.57% | 0.02 | 0.03 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 27'996 | 9'499 | 98.98% | 98.98% |
13.12.2021 | 28.61% | 0.02 | 0.03 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 31'000 | 10'250 | 99.90% | 99.90% |
10.12.2021 | 34.31% | 0.03 | 0.04 | 1'000'000 | 250'000 | 999'975 | 250'000 | 24'411 | 8'603 | 99.96% | 99.96% |
09.12.2021 | 28.35% | 0.03 | 0.04 | 1'000'000 | 250'000 | 998'521 | 250'935 | 30'962 | 10'295 | 99.86% | 99.86% |
08.12.2021 | 13.19% | 0.07 | 0.08 | 850'000 | 425'000 | 718'660 | 368'879 | 50'897 | 29'810 | 99.70% | 99.70% |
07.12.2021 | 13.93% | 0.07 | 0.08 | 625'000 | 325'000 | 758'781 | 385'768 | 50'680 | 29'736 | 99.94% | 99.94% |