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 | - | - |
17.12.2021 | 166.67% | 0.00 | 0.01 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'000 | 5'500 | 0.21% | 99.96% |
16.12.2021 | - | - | 0.01 | 0 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 99.63% |
15.12.2021 | - | - | 0.01 | 0 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 99.57% |
14.12.2021 | - | - | 0.01 | 0 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 99.56% |
13.12.2021 | - | 0.00 | 0.01 | 1'000'000 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 97.78% |
10.12.2021 | 89.54% | 0.01 | 0.02 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 7'241 | 8'621 | 93.86% | 93.86% |
09.12.2021 | 48.48% | 0.02 | 0.03 | 1'000'000 | 500'000 | 1'000'000 | 499'987 | 16'819 | 13'409 | 98.59% | 98.59% |
08.12.2021 | 38.59% | 0.02 | 0.03 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 21'471 | 15'735 | 95.28% | 95.28% |
07.12.2021 | 31.37% | 0.02 | 0.03 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 27'555 | 18'777 | 98.03% | 98.03% |