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 | 68.43% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 12'574 | 23'577 | 95.07% | 95.76% |
18.08.2021 | 11.90% | 0.11 | 0.12 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 81'081 | 91'081 | 99.40% | 99.40% |
17.08.2021 | 9.80% | 0.10 | 0.11 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 97'539 | 107'539 | 99.66% | 99.66% |
16.08.2021 | 8.99% | 0.10 | 0.11 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 107'618 | 117'618 | 97.86% | 97.86% |
13.08.2021 | 5.31% | 0.15 | 0.16 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 186'250 | 196'250 | 99.58% | 99.58% |
12.08.2021 | 9.57% | 0.15 | 0.16 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 107'041 | 117'041 | 93.90% | 93.90% |
11.08.2021 | 14.98% | 0.07 | 0.08 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 64'802 | 74'802 | 91.38% | 91.38% |
10.08.2021 | 15.68% | 0.06 | 0.07 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 59'266 | 69'266 | 96.27% | 96.27% |