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 | 115.04% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 5'465 | 20'000 | 39.23% | 100.00% |
14.10.2021 | 83.91% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 8'889 | 20'712 | 99.76% | 99.76% |
13.10.2021 | 30.84% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 28'827 | 38'827 | 99.85% | 99.85% |
12.10.2021 | 11.84% | 0.07 | 0.08 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 81'391 | 91'391 | 100.00% | 100.00% |
11.10.2021 | 10.08% | 0.07 | 0.08 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 96'887 | 106'887 | 99.89% | 99.89% |
08.10.2021 | 9.58% | 0.09 | 0.10 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 100'968 | 110'968 | 94.98% | 94.98% |
07.10.2021 | 6.69% | 0.11 | 0.12 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 147'218 | 157'218 | 99.44% | 99.44% |
06.10.2021 | 2.72% | 0.29 | 0.30 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 371'470 | 381'470 | 97.06% | 97.06% |
05.10.2021 | 3.92% | 0.19 | 0.20 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 253'727 | 263'727 | 99.44% | 99.44% |