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 | - | - |
19.11.2021 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
18.11.2021 | 0.85% | 1.10 | 1.11 | 260'000 | 260'000 | 260'000 | 260'000 | 306'139 | 308'739 | 99.76% | 99.76% |
17.11.2021 | 0.85% | 1.21 | 1.22 | 260'000 | 260'000 | 260'000 | 260'000 | 304'315 | 306'915 | 99.79% | 99.79% |
16.11.2021 | 0.90% | 1.16 | 1.17 | 260'000 | 260'000 | 260'000 | 260'000 | 287'334 | 289'934 | 100.00% | 100.00% |
15.11.2021 | 0.95% | 1.04 | 1.05 | 260'000 | 260'000 | 260'000 | 260'000 | 272'066 | 274'666 | 100.00% | 100.00% |
12.11.2021 | 1.02% | 1.01 | 1.02 | 270'000 | 270'000 | 270'000 | 270'000 | 263'700 | 266'400 | 98.44% | 98.44% |
11.11.2021 | 1.12% | 0.91 | 0.92 | 280'000 | 280'000 | 280'000 | 280'000 | 249'796 | 252'596 | 99.62% | 99.62% |
10.11.2021 | 1.20% | 0.86 | 0.87 | 290'000 | 290'000 | 290'000 | 290'000 | 240'820 | 243'720 | 99.79% | 99.79% |
09.11.2021 | 1.22% | 0.80 | 0.81 | 290'000 | 290'000 | 290'000 | 290'000 | 236'281 | 239'181 | 100.00% | 100.00% |