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 | 1.37% | 0.73 | 0.74 | 750'000 | 50'000 | 750'000 | 50'000 | 541'913 | 36'628 | 100.00% | 100.00% |
16.12.2021 | 1.25% | 0.79 | 0.80 | 750'000 | 50'000 | 750'000 | 50'000 | 596'588 | 40'273 | 99.89% | 99.89% |
15.12.2021 | 1.50% | 0.62 | 0.63 | 900'000 | 50'000 | 830'961 | 50'000 | 551'406 | 33'758 | 100.00% | 100.00% |
14.12.2021 | 1.34% | 0.72 | 0.73 | 900'000 | 50'000 | 797'423 | 50'000 | 589'896 | 37'520 | 100.00% | 100.00% |
13.12.2021 | 1.26% | 0.75 | 0.76 | 900'000 | 50'000 | 823'908 | 167'670 | 653'681 | 130'852 | 98.85% | 98.85% |
10.12.2021 | 1.31% | 0.72 | 0.73 | 900'000 | 300'000 | 900'000 | 300'000 | 683'614 | 230'871 | 99.99% | 99.99% |
09.12.2021 | 1.22% | 0.80 | 0.81 | 900'000 | 300'000 | 900'000 | 300'000 | 736'331 | 248'444 | 100.00% | 100.00% |
08.12.2021 | 1.19% | 0.87 | 0.88 | 900'000 | 300'000 | 900'000 | 300'000 | 752'758 | 253'919 | 99.91% | 99.91% |
07.12.2021 | 1.17% | 0.89 | 0.90 | 900'000 | 300'000 | 900'000 | 300'000 | 762'602 | 257'201 | 99.92% | 99.92% |