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 | - | - |
20.09.2021 | 10.92% | 0.14 | 0.14 | 200'000 | 200'000 | 100'134 | 100'134 | 25'509 | 27'690 | 78.31% | 78.31% |
17.09.2021 | 1.15% | 0.78 | 0.79 | 200'000 | 200'000 | 121'819 | 121'819 | 104'028 | 105'246 | 100.00% | 100.00% |
16.09.2021 | 1.07% | 0.79 | 0.80 | 200'000 | 200'000 | 121'643 | 121'643 | 111'635 | 112'851 | 99.77% | 99.77% |
15.09.2021 | 1.25% | 0.81 | 0.82 | 200'000 | 200'000 | 121'804 | 121'804 | 97'230 | 98'448 | 100.00% | 100.00% |
14.09.2021 | 0.98% | 0.87 | 0.88 | 200'000 | 200'000 | 121'815 | 121'815 | 122'879 | 124'097 | 100.00% | 100.00% |
13.09.2021 | 1.02% | 0.98 | 0.99 | 200'000 | 200'000 | 121'674 | 121'674 | 119'690 | 120'906 | 99.83% | 99.83% |
10.09.2021 | 0.88% | 0.92 | 0.93 | 200'000 | 200'000 | 121'819 | 121'819 | 136'271 | 137'489 | 100.00% | 100.00% |
09.09.2021 | 0.88% | 1.26 | 1.27 | 200'000 | 200'000 | 122'049 | 122'049 | 140'909 | 142'130 | 99.05% | 99.05% |
08.09.2021 | 0.85% | 1.19 | 1.20 | 200'000 | 200'000 | 121'825 | 121'825 | 143'194 | 144'412 | 100.00% | 100.00% |