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 | 1.80% | 1.06 | 1.08 | 600'000 | 75'000 | 480'158 | 75'000 | 523'783 | 83'934 | 99.65% | 100.00% |
16.09.2021 | 1.87% | 1.03 | 1.05 | 200'000 | 75'000 | 200'000 | 75'000 | 212'428 | 81'160 | 100.00% | 100.00% |
15.09.2021 | 2.19% | 0.87 | 0.89 | 200'000 | 200'000 | 200'000 | 200'000 | 180'831 | 184'831 | 99.98% | 99.98% |
14.09.2021 | 2.21% | 0.93 | 0.95 | 200'000 | 200'000 | 200'000 | 200'000 | 179'281 | 183'281 | 99.92% | 99.92% |
13.09.2021 | 2.16% | 0.90 | 0.92 | 200'000 | 200'000 | 200'000 | 200'000 | 183'027 | 187'027 | 100.00% | 100.00% |
10.09.2021 | 2.04% | 0.92 | 0.94 | 200'000 | 200'000 | 200'000 | 200'000 | 194'343 | 198'343 | 100.00% | 100.00% |
09.09.2021 | 2.33% | 0.91 | 0.93 | 200'000 | 200'000 | 200'000 | 200'000 | 170'138 | 174'138 | 97.98% | 97.98% |
08.09.2021 | 1.96% | 0.99 | 1.01 | 200'000 | 200'000 | 200'000 | 200'000 | 202'611 | 206'611 | 99.94% | 99.94% |
07.09.2021 | 1.66% | 1.19 | 1.21 | 200'000 | 200'000 | 200'000 | 200'000 | 238'472 | 242'472 | 99.98% | 99.98% |