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 | - | 0.03 | 0.08 | 200'000 | 200'000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
14.10.2021 | 12.39% | 0.05 | 0.09 | 200'000 | 200'000 | 199'996 | 200'000 | 24'774 | 27'390 | 100.00% | 100.00% |
13.10.2021 | 5.47% | 0.13 | 0.14 | 200'000 | 200'000 | 200'000 | 199'998 | 36'941 | 38'940 | 100.00% | 100.00% |
12.10.2021 | 4.99% | 0.19 | 0.20 | 200'000 | 200'000 | 199'999 | 200'000 | 39'691 | 41'691 | 100.00% | 100.00% |
11.10.2021 | 4.37% | 0.20 | 0.21 | 200'000 | 200'000 | 124'304 | 124'290 | 27'491 | 28'731 | 100.00% | 100.00% |
08.10.2021 | 4.22% | 0.20 | 0.21 | 100'000 | 100'000 | 100'000 | 100'000 | 23'350 | 24'350 | 99.69% | 99.69% |
07.10.2021 | 4.15% | 0.20 | 0.21 | 100'000 | 100'000 | 100'000 | 100'000 | 23'848 | 24'848 | 99.69% | 99.69% |
06.10.2021 | 2.00% | 0.39 | 0.40 | 100'000 | 100'000 | 99'999 | 99'997 | 50'184 | 51'182 | 99.72% | 99.72% |
05.10.2021 | 2.60% | 0.36 | 0.37 | 100'000 | 100'000 | 100'000 | 100'000 | 38'002 | 39'002 | 100.00% | 100.00% |