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 | 166.67% | 0.00 | 0.01 | 600'000 | 150'000 | 599'980 | 150'000 | 600 | 1'650 | 85.08% | 99.91% |
16.12.2021 | 43.04% | 0.01 | 0.01 | 600'000 | 150'000 | 600'000 | 150'000 | 12'775 | 4'694 | 99.26% | 99.84% |
15.12.2021 | 28.93% | 0.03 | 0.04 | 600'000 | 150'000 | 600'000 | 150'000 | 17'860 | 5'965 | 100.00% | 100.00% |
14.12.2021 | 24.21% | 0.02 | 0.03 | 600'000 | 150'000 | 600'000 | 150'000 | 23'256 | 7'314 | 99.98% | 99.98% |
13.12.2021 | 12.09% | 0.04 | 0.05 | 600'000 | 150'000 | 600'000 | 159'680 | 50'098 | 15'167 | 100.00% | 100.00% |
10.12.2021 | 6.96% | 0.11 | 0.12 | 600'000 | 200'000 | 600'000 | 200'000 | 84'251 | 30'084 | 99.95% | 99.95% |
09.12.2021 | 4.72% | 0.19 | 0.20 | 600'000 | 200'000 | 600'000 | 200'000 | 124'490 | 43'497 | 100.00% | 100.00% |
08.12.2021 | 4.03% | 0.20 | 0.21 | 600'000 | 200'000 | 600'000 | 200'000 | 147'401 | 51'134 | 100.00% | 100.00% |
07.12.2021 | 4.85% | 0.22 | 0.23 | 600'000 | 200'000 | 600'000 | 200'000 | 121'042 | 42'348 | 99.85% | 99.85% |