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 | - | - |
18.08.2021 | - | 0.31 | 0.32 | 105'691 | 50'000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
17.08.2021 | 2.59% | 0.41 | 0.42 | 106'963 | 50'000 | 106'313 | 50'000 | 40'693 | 19'634 | 100.00% | 100.00% |
16.08.2021 | 2.02% | 0.50 | 0.51 | 100'000 | 50'000 | 103'173 | 50'000 | 51'132 | 25'376 | 58.20% | 58.20% |
13.08.2021 | 1.54% | 0.60 | 0.61 | 90'000 | 50'000 | 82'799 | 50'000 | 53'728 | 33'074 | 100.00% | 100.00% |
12.08.2021 | 1.20% | 0.51 | 0.52 | 100'000 | 50'000 | 64'030 | 50'000 | 53'782 | 44'708 | 94.52% | 94.52% |
11.08.2021 | 1.29% | 0.80 | 0.81 | 70'000 | 50'000 | 70'000 | 50'000 | 53'760 | 38'900 | 100.00% | 100.00% |
10.08.2021 | 1.52% | 0.79 | 0.80 | 70'000 | 50'000 | 79'252 | 50'000 | 51'935 | 33'374 | 97.91% | 97.91% |
09.08.2021 | 2.54% | 0.70 | 0.71 | 80'000 | 50'000 | 95'017 | 50'000 | 51'229 | 27'761 | 46.23% | 46.23% |
06.08.2021 | 2.43% | 0.46 | 0.47 | 107'524 | 50'000 | 106'169 | 50'000 | 43'544 | 20'997 | 100.00% | 100.00% |