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 | - | - |
27.12.2021 | 2.49% | 0.04 | 0.37 | 419'692 | 50'000 | 130'626 | 50'000 | 51'888 | 20'419 | 51.10% | 90.62% |
23.12.2021 | 1.63% | 0.42 | 0.43 | 120'000 | 100'000 | 86'378 | 60'955 | 52'836 | 37'111 | 95.07% | 95.07% |
22.12.2021 | 1.04% | 0.86 | 0.87 | 100'000 | 100'000 | 60'633 | 60'633 | 70'133 | 70'877 | 97.96% | 97.96% |
21.12.2021 | 0.62% | 1.59 | 1.60 | 100'000 | 100'000 | 60'915 | 60'915 | 98'949 | 99'558 | 95.43% | 95.43% |
20.12.2021 | 0.57% | 2.25 | 2.26 | 100'000 | 100'000 | 60'543 | 60'543 | 124'753 | 125'454 | 98.80% | 98.80% |
17.12.2021 | 1.00% | 1.61 | 1.62 | 100'000 | 100'000 | 56'677 | 56'529 | 70'930 | 71'450 | 90.58% | 90.58% |
16.12.2021 | 2.27% | 0.72 | 0.73 | 100'000 | 100'000 | 119'205 | 62'331 | 53'910 | 31'131 | 84.47% | 98.22% |
15.12.2021 | 0.74% | 1.49 | 1.50 | 100'000 | 100'000 | 60'417 | 60'417 | 82'647 | 83'252 | 100.00% | 100.00% |
14.12.2021 | 1.04% | 1.52 | 1.53 | 100'000 | 100'000 | 62'136 | 60'417 | 72'633 | 71'752 | 100.00% | 100.00% |