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% | 100.00% |
19.08.2021 | 37.96% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 27'248 | 37'482 | 95.10% | 95.10% |
18.08.2021 | 68.54% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 12'599 | 23'714 | 99.40% | 99.40% |
17.08.2021 | 33.08% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 25'769 | 35'769 | 99.66% | 99.66% |
16.08.2021 | 32.98% | 0.04 | 0.05 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 26'738 | 36'738 | 97.82% | 97.82% |
13.08.2021 | 41.16% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 19'737 | 29'737 | 99.50% | 99.50% |
12.08.2021 | 24.74% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 36'031 | 46'031 | 93.91% | 93.91% |
11.08.2021 | 15.55% | 0.06 | 0.07 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 60'857 | 70'857 | 91.39% | 91.39% |
10.08.2021 | 13.12% | 0.08 | 0.09 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 71'575 | 81'575 | 96.27% | 96.27% |