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 | - | - |
15.10.2021 | 120.00% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 5'000 | 20'000 | 11.38% | 100.00% |
14.10.2021 | 113.13% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 5'644 | 20'000 | 67.89% | 99.76% |
13.10.2021 | 51.84% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 15'593 | 25'682 | 99.85% | 99.85% |
12.10.2021 | 17.22% | 0.04 | 0.05 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 55'166 | 65'166 | 100.00% | 100.00% |
11.10.2021 | 13.83% | 0.05 | 0.06 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 69'031 | 79'031 | 99.89% | 99.89% |
08.10.2021 | 12.75% | 0.06 | 0.07 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 75'272 | 85'272 | 94.98% | 94.98% |
07.10.2021 | 8.24% | 0.09 | 0.10 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 118'697 | 128'697 | 99.44% | 99.44% |
06.10.2021 | 3.30% | 0.24 | 0.25 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 305'198 | 315'198 | 97.07% | 97.07% |
05.10.2021 | 4.83% | 0.15 | 0.16 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 204'980 | 214'980 | 99.44% | 99.44% |