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 | - | - |
16.09.2021 | 100.00% | 0.02 | 0.03 | 500'000 | 250'000 | 250'000 | 250'000 | 2'500 | 7'500 | 65.21% | 82.70% |
15.09.2021 | 86.59% | 0.03 | 0.05 | 500'000 | 250'000 | 351'274 | 250'000 | 5'594 | 8'541 | 71.56% | 71.56% |
14.09.2021 | 27.67% | 0.03 | 0.04 | 500'000 | 250'000 | 484'122 | 250'000 | 15'428 | 10'414 | 99.44% | 99.44% |
13.09.2021 | 23.04% | 0.04 | 0.05 | 500'000 | 250'000 | 500'000 | 250'000 | 19'382 | 12'191 | 99.57% | 99.57% |
10.09.2021 | 16.41% | 0.08 | 0.09 | 500'000 | 250'000 | 500'000 | 250'000 | 28'620 | 16'810 | 99.56% | 99.56% |
09.09.2021 | 9.53% | 0.06 | 0.07 | 500'000 | 250'000 | 449'705 | 250'000 | 46'444 | 28'870 | 99.31% | 99.31% |
08.09.2021 | 10.43% | 0.11 | 0.12 | 460'000 | 250'000 | 487'974 | 250'000 | 45'100 | 25'737 | 98.96% | 98.96% |
07.09.2021 | 16.76% | 0.06 | 0.07 | 500'000 | 250'000 | 500'000 | 250'000 | 27'540 | 16'270 | 99.83% | 99.83% |
06.09.2021 | 16.93% | 0.05 | 0.06 | 500'000 | 250'000 | 500'000 | 250'000 | 27'243 | 16'122 | 99.72% | 99.72% |