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 | 120.00% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 5'000 | 20'000 | 20.02% | 95.91% |
16.09.2021 | 32.21% | 0.03 | 0.04 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 26'885 | 36'885 | 90.44% | 90.44% |
15.09.2021 | 12.55% | 0.11 | 0.12 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 77'322 | 87'322 | 98.26% | 98.26% |
14.09.2021 | 9.63% | 0.10 | 0.11 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 101'580 | 111'580 | 99.14% | 99.14% |
13.09.2021 | 8.87% | 0.13 | 0.14 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 109'421 | 119'421 | 98.81% | 98.81% |
10.09.2021 | 6.01% | 0.21 | 0.22 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 163'838 | 173'838 | 97.13% | 97.13% |
09.09.2021 | 3.75% | 0.19 | 0.20 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 273'363 | 283'363 | 97.92% | 97.92% |
08.09.2021 | 4.41% | 0.26 | 0.27 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 225'584 | 235'584 | 93.39% | 93.39% |
07.09.2021 | 9.89% | 0.11 | 0.12 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 97'161 | 107'161 | 87.99% | 87.99% |