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 | - | - |
18.11.2021 | 9.00% | 0.08 | 0.12 | 500'000 | 200'000 | 474'730 | 200'000 | 50'379 | 23'264 | 42.03% | 91.18% |
17.11.2021 | 9.74% | 0.11 | 0.12 | 460'000 | 200'000 | 494'258 | 200'000 | 48'427 | 21'624 | 100.00% | 100.00% |
16.11.2021 | 11.57% | 0.08 | 0.09 | 500'000 | 200'000 | 500'000 | 200'000 | 40'844 | 18'338 | 100.00% | 100.00% |
15.11.2021 | 10.69% | 0.09 | 0.10 | 500'000 | 200'000 | 500'000 | 200'000 | 44'348 | 19'739 | 100.00% | 100.00% |
12.11.2021 | 11.74% | 0.08 | 0.09 | 500'000 | 200'000 | 500'000 | 200'000 | 40'097 | 18'039 | 100.00% | 100.00% |
11.11.2021 | 11.25% | 0.09 | 0.10 | 500'000 | 200'000 | 500'000 | 200'000 | 42'066 | 18'826 | 100.00% | 100.00% |
10.11.2021 | 9.85% | 0.09 | 0.10 | 500'000 | 200'000 | 500'000 | 200'000 | 48'364 | 21'345 | 99.95% | 99.95% |
09.11.2021 | 10.52% | 0.09 | 0.10 | 500'000 | 200'000 | 500'000 | 200'000 | 45'089 | 20'036 | 99.90% | 99.90% |
08.11.2021 | 9.32% | 0.11 | 0.12 | 460'000 | 200'000 | 486'660 | 200'000 | 49'822 | 22'516 | 100.00% | 100.00% |