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 | - | - |
27.09.2021 | 3.78% | 0.21 | 0.22 | 146'155 | 50'000 | 144'752 | 50'000 | 38'087 | 13'663 | 7.41% | 7.41% |
24.09.2021 | 3.22% | 0.32 | 0.33 | 143'208 | 50'000 | 142'637 | 50'000 | 44'152 | 16'011 | 96.74% | 96.74% |
23.09.2021 | 2.42% | 0.42 | 0.43 | 120'000 | 50'000 | 127'888 | 50'000 | 52'240 | 20'934 | 62.51% | 95.48% |
22.09.2021 | 3.14% | 0.36 | 0.37 | 142'215 | 50'000 | 141'972 | 50'000 | 44'959 | 16'367 | 55.08% | 55.08% |
21.09.2021 | 2.97% | 0.36 | 0.37 | 142'222 | 50'000 | 143'039 | 50'000 | 47'534 | 17'120 | 70.82% | 70.82% |
20.09.2021 | 4.04% | 0.24 | 0.25 | 145'595 | 50'000 | 145'332 | 50'000 | 35'933 | 12'884 | 41.22% | 41.22% |
17.09.2021 | 2.45% | 0.36 | 0.37 | 143'570 | 50'000 | 128'934 | 49'967 | 52'105 | 20'787 | 81.05% | 97.08% |
16.09.2021 | 2.39% | 0.44 | 0.45 | 120'000 | 50'000 | 125'127 | 50'000 | 51'677 | 21'184 | 100.00% | 100.00% |
15.09.2021 | 2.60% | 0.36 | 0.37 | 141'778 | 50'000 | 137'159 | 50'000 | 52'051 | 19'493 | 43.27% | 88.03% |