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 | - | - |
17.09.2021 | 6.85% | 1.19 | 1.27 | 110'000 | 110'000 | 110'000 | 110'000 | 124'099 | 132'899 | 96.23% | 96.23% |
16.09.2021 | 2.99% | 1.27 | 1.32 | 210'000 | 210'000 | 127'170 | 127'170 | 142'660 | 147'237 | 89.97% | 89.97% |
15.09.2021 | 1.58% | 1.23 | 1.26 | 210'000 | 210'000 | 127'996 | 127'996 | 161'360 | 163'950 | 92.88% | 92.88% |
14.09.2021 | 1.92% | 1.20 | 1.22 | 210'000 | 210'000 | 129'292 | 129'292 | 136'073 | 138'659 | 92.66% | 92.66% |
13.09.2021 | 1.81% | 1.09 | 1.11 | 210'000 | 210'000 | 128'139 | 128'139 | 139'707 | 142'270 | 92.93% | 92.93% |
10.09.2021 | 2.19% | 1.15 | 1.17 | 210'000 | 210'000 | 127'723 | 127'723 | 118'859 | 121'413 | 92.57% | 92.57% |
09.09.2021 | 2.12% | 0.81 | 0.83 | 210'000 | 210'000 | 131'281 | 131'281 | 120'503 | 123'129 | 92.35% | 92.35% |
08.09.2021 | 2.21% | 0.89 | 0.91 | 220'000 | 220'000 | 132'045 | 132'045 | 118'425 | 121'066 | 89.76% | 89.76% |
07.09.2021 | 9.52% | 0.86 | 0.88 | 230'000 | 230'000 | 138'901 | 138'901 | 92'198 | 99'945 | 94.11% | 94.11% |