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 | - | - |
19.11.2021 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
18.11.2021 | 90.50% | 0.01 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 6'468 | 4'117 | 100.00% | 100.00% |
17.11.2021 | 55.23% | 0.02 | 0.03 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 13'445 | 5'861 | 100.00% | 100.00% |
16.11.2021 | 48.63% | 0.02 | 0.03 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 16'026 | 6'506 | 100.00% | 100.00% |
15.11.2021 | 50.28% | 0.02 | 0.03 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 14'978 | 6'244 | 100.00% | 100.00% |
12.11.2021 | 49.72% | 0.02 | 0.03 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'201 | 6'300 | 97.22% | 97.22% |
11.11.2021 | 46.84% | 0.02 | 0.03 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 16'578 | 6'644 | 100.00% | 100.00% |
10.11.2021 | 43.49% | 0.02 | 0.03 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 18'267 | 7'067 | 100.00% | 100.00% |
09.11.2021 | 43.02% | 0.02 | 0.03 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 18'492 | 7'123 | 100.00% | 100.00% |