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 | - | 0.01 | 0.02 | 500'000 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 99.92% |
19.08.2021 | 49.29% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 17'404 | 27'596 | 95.82% | 95.82% |
18.08.2021 | 93.96% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 7'686 | 20'356 | 99.40% | 99.40% |
17.08.2021 | 48.79% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 15'720 | 25'720 | 99.66% | 99.66% |
16.08.2021 | 45.69% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 17'536 | 27'536 | 97.87% | 97.87% |
13.08.2021 | 47.23% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 16'506 | 26'506 | 99.58% | 99.58% |
12.08.2021 | 34.99% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 23'914 | 33'914 | 93.90% | 93.90% |
11.08.2021 | 22.71% | 0.04 | 0.05 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 40'084 | 50'084 | 91.38% | 91.38% |
10.08.2021 | 20.00% | 0.05 | 0.06 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 45'244 | 55'244 | 96.26% | 96.26% |