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 | - | - |
20.08.2021 | - | - | 0.02 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
19.08.2021 | 63.01% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 12'519 | 23'016 | 95.72% | 95.82% |
18.08.2021 | 100.87% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 6'794 | 20'000 | 99.40% | 99.40% |
17.08.2021 | 55.49% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 13'368 | 23'368 | 99.66% | 99.66% |
16.08.2021 | 50.41% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 15'257 | 25'257 | 97.87% | 97.87% |
13.08.2021 | 51.85% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 14'464 | 24'464 | 99.58% | 99.58% |
12.08.2021 | 40.22% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 20'141 | 30'141 | 93.91% | 93.91% |
11.08.2021 | 26.72% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 33'226 | 43'226 | 91.38% | 91.38% |
10.08.2021 | 24.36% | 0.04 | 0.05 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 36'247 | 46'247 | 96.27% | 96.27% |