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 | - | - | 0.03 | 0 | 1'000'000 | 0 | 0 | 0 | 0 | 0.00% | 94.85% |
16.12.2021 | 108.16% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 6'110 | 20'000 | 1.05% | 93.31% |
15.12.2021 | 120.00% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 5'000 | 20'000 | 56.83% | 99.05% |
14.12.2021 | 70.41% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 11'128 | 22'135 | 99.21% | 99.21% |
13.12.2021 | 29.64% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 30'555 | 40'555 | 97.07% | 97.07% |
10.12.2021 | 34.17% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 24'845 | 34'845 | 97.72% | 97.72% |
09.12.2021 | 20.18% | 0.04 | 0.05 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 45'121 | 55'121 | 97.04% | 97.04% |
08.12.2021 | 10.97% | 0.08 | 0.09 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 87'259 | 97'259 | 97.92% | 97.92% |
07.12.2021 | 10.49% | 0.14 | 0.15 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 93'157 | 103'157 | 96.25% | 96.25% |