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 | 2.28% | 0.48 | 0.49 | 550'000 | 550'000 | 550'000 | 550'000 | 239'428 | 244'928 | 99.95% | 99.95% |
14.10.2021 | 3.73% | 0.36 | 0.37 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 275'082 | 285'082 | 99.76% | 99.76% |
13.10.2021 | 7.23% | 0.14 | 0.15 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 136'340 | 146'340 | 99.85% | 99.85% |
12.10.2021 | 9.33% | 0.10 | 0.11 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 102'883 | 112'883 | 100.00% | 100.00% |
11.10.2021 | 6.46% | 0.14 | 0.14 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 151'154 | 161'154 | 99.88% | 99.88% |
08.10.2021 | 4.24% | 0.21 | 0.22 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 231'891 | 241'891 | 94.98% | 94.98% |
07.10.2021 | 4.45% | 0.27 | 0.28 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 222'022 | 232'022 | 99.44% | 99.44% |
06.10.2021 | 8.18% | 0.14 | 0.16 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 120'309 | 130'309 | 97.06% | 97.06% |
05.10.2021 | 4.27% | 0.28 | 0.29 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 230'333 | 240'333 | 99.44% | 99.44% |