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 | - | - |
17.09.2021 | - | - | 0.01 | 0 | 25'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
16.09.2021 | - | - | 0.01 | 0 | 25'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
15.09.2021 | 98.48% | 0.01 | 0.02 | 25'000 | 25'000 | 25'000 | 25'000 | 261 | 761 | 45.70% | 99.52% |
14.09.2021 | 41.75% | 0.04 | 0.06 | 25'000 | 25'000 | 25'000 | 25'000 | 979 | 1'479 | 99.99% | 99.99% |
13.09.2021 | 54.43% | 0.03 | 0.05 | 25'000 | 25'000 | 25'000 | 25'000 | 698 | 1'198 | 100.00% | 100.00% |
10.09.2021 | 64.05% | 0.03 | 0.05 | 25'000 | 25'000 | 25'000 | 25'000 | 576 | 1'076 | 100.00% | 100.00% |
09.09.2021 | 100.00% | 0.01 | 0.03 | 25'000 | 25'000 | 25'000 | 25'000 | 250 | 750 | 59.75% | 99.64% |
08.09.2021 | 17.25% | 0.03 | 0.04 | 380'848 | 50'000 | 285'126 | 50'000 | 15'424 | 3'261 | 100.00% | 100.00% |
07.09.2021 | 6.79% | 0.12 | 0.13 | 185'992 | 50'000 | 170'838 | 50'000 | 24'412 | 7'671 | 73.21% | 100.00% |