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 | 164.25% | 0.00 | 0.01 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'107 | 5'554 | 100.00% | 100.00% |
16.12.2021 | 10.70% | 0.03 | 0.04 | 1'000'000 | 400'000 | 769'686 | 258'373 | 72'449 | 26'797 | 99.64% | 99.64% |
15.12.2021 | 20.84% | 0.05 | 0.06 | 1'000'000 | 400'000 | 1'000'000 | 461'073 | 43'428 | 24'427 | 99.58% | 99.58% |
14.12.2021 | 21.84% | 0.02 | 0.03 | 1'000'000 | 500'000 | 1'000'000 | 434'133 | 45'137 | 23'387 | 99.58% | 99.58% |
13.12.2021 | 10.80% | 0.06 | 0.07 | 1'000'000 | 400'000 | 918'270 | 318'270 | 81'964 | 31'318 | 99.46% | 99.46% |
10.12.2021 | 11.50% | 0.08 | 0.09 | 1'000'000 | 400'000 | 988'447 | 388'447 | 81'163 | 35'709 | 99.55% | 99.55% |
09.12.2021 | 8.03% | 0.10 | 0.11 | 900'000 | 300'000 | 868'489 | 289'496 | 104'678 | 37'788 | 99.56% | 99.56% |
08.12.2021 | 5.47% | 0.16 | 0.17 | 900'000 | 300'000 | 779'902 | 259'967 | 139'128 | 48'976 | 99.56% | 99.56% |
07.12.2021 | 6.76% | 0.18 | 0.19 | 750'000 | 250'000 | 892'438 | 300'186 | 128'096 | 46'017 | 99.57% | 99.57% |